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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2001 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: AMERICAN INTERNATIONAL GROUP, INC. Address: 70 Pine Street New York, New York 10270 Form 13F File Number: 28-219 The Institutional Investment Manager filing this report and the person by whom it is signed represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Edward E. Matthews Title: Vice Chairman -- Investments and Financial Services Phone: (212) 770-7000 Signature, Place, and Date of Signing: /s/ Edward E. Matthews New York, New York February 14, 2002 - ------------------------------- ------------------------ ----------------- (Signature) (City, State) (Date) Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check if no holdings reported are in this report, and all holdings are reported in this report and a portion are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

FORM 13F SUMMARY PAGE REPORT SUMMARY: Number of Other Included Managers: 8 Form 13F Information Table Entry Total: 7,091 Form 13F Information Table Value Total: $19,441,827 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name - -- -------------------- ------------------------------------------- 1 28-4637 AIG GLOBAL INVESTMENT CORP. 2 28-2725 SUNAMERICA ASSET MANAGEMENT CORP. 3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL, L.P. 4 28-5794 HSB GROUP, INC. 5 28-609 AMERICAN GENERAL CORPORATION 6 28-1213 AGC LIFE INSURANCE COMPANY 7 28-612 AMERICAN GENERAL LIFE INSURANCE COMPANY 8 28-87 THE VARIABLE ANNUITY LIFE INSURANCE COMPANY

File Number 28-219 (Consolidated) As of 12/31/01 TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 1 800 FLOWERS COM EQUITY 68243Q106 201 12,865 SH DEFINED 6, 7, 8 12865 1-800 CONTACTS INC EQUITY 681977104 25 2,045 SH DEFINED 1 2,045 1-800 CONTACTS INC EQUITY 681977104 24 1,923 SH DEFINED 6, 7, 8 1923 1-800-FLOWERS.COM INC EQUITY 68243Q106 39 2,482 SH DEFINED 1 2,482 1ST SOURCE CORP EQUITY 336901103 86 4,149 SH DEFINED 6, 7, 8 4149 1ST SOURCE CORP. EQUITY 336901103 89 4,281 SH DEFINED 1 4,281 21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 1039517 53,445,620 SH DEFINED 1 53,445,778 21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 3 158 SH DEFINED 1 158 3 DIMENSIONAL PHARMACEUTICAL EQUITY 88554W104 15 1,806 SH DEFINED 1 1,806 3COM CORP EQUITY 885535104 2696 422,500 SH DEFINED 6, 7, 8 422500 3COM CORP. EQUITY 885535104 2719 426,129 SH DEFINED 1 426,129 3-D SYS CORP DEL EQUITY 88554D205 33 2,345 SH DEFINED 6, 7, 8 2345 3D SYSTEMS CORPORATION EQUITY 88554D205 36 2,499 SH DEFINED 1 2,499 3-DIMENSIONAL PHARMACEUTI EQUITY 88554W104 15 1,806 SH DEFINED 6, 7, 8 1806 3DO CO EQUITY 88553W105 23 10,890 SH DEFINED 6, 7, 8 10890 3TEC ENERGY CORP EQUITY 88575R308 66 4,737 SH DEFINED 6, 7, 8 4737 3TEC ENERGY CORPORATION EQUITY 88575R308 70 4,978 SH DEFINED 1 4,978 4 KIDS ENTMT INC EQUITY 350865101 48 2,401 SH DEFINED 6, 7, 8 2401 4KIDS ENTERTAINMENT INC EQUITY 350865101 51 2,551 SH DEFINED 1 2,551 7-ELEVEN INC EQUITY 817826209 81 6,879 SH DEFINED 6, 7, 8 6879 7-ELEVEN INC. EQUITY 817826209 85 7,285 SH DEFINED 1 7,285 99 CENTS ONLY STORES EQUITY 65440K106 308 8,055 SH DEFINED 1 8,055 99 CENTS ONLY STORES EQUITY 65440K106 293 7,700 SH DEFINED 6, 7, 8 7700 99 CENTS ONLY STORES COM EQUITY 65440K106 31036 811,393 SH Sole 3 797156 14237 A D C TELECOMMUNICATIONS EQUITY 000886101 11 2,470 SH DEFINED 5 2470 A D C TELECOMMUNICATIONS EQUITY 000886101 1637 355,880 SH DEFINED 6, 7, 8 355880 A.G. EDWARDS, INC. EQUITY 281760108 4251 96,251 SH DEFINED 1 96,251 AAIPHARMA INC EQUITY 00252W104 76 3,013 SH DEFINED 1 3,013 AAIPHARMA INC EQUITY 00252W104 71 2,821 SH DEFINED 6, 7, 8 2821 AAR CORP EQUITY 000361105 70 7,731 SH DEFINED 6, 7, 8 7731 AAR CORP. EQUITY 000361105 72 8,006 SH DEFINED 1 8,006 AARON RENTS INC EQUITY 002535201 73 4,448 SH DEFINED 6, 7, 8 4448 AARON RENTS, INC. EQUITY 002535201 75 4,621 SH DEFINED 1 4,621 ABBOTT LABORATORIES EQUITY 002824100 62014 1,112,361 SH DEFINED 1 1,112,361 Abbott Labs EQUITY 002824100 5018 90,000 SH DEFINED 4 90,000 ABBOTT LABS EQUITY 002824100 270 4,850 SH DEFINED 5 4850 ABBOTT LABS EQUITY 002824100 42822 768,100 SH DEFINED 6, 7, 8 768100 ABBOTT LABS EQUITY 002824100 46868 840,675 SH DEFINED 2 840675 ABERCROMBIE & FITCH CO EQUITY 002896207 3205 120,800 SH DEFINED 6, 7, 8 120800 ABERCROMBIE AND FITCH CO. EQUITY 002896207 3240 122,132 SH DEFINED 1 122,132 ABGENIX INC EQUITY 00339B107 456 13,555 SH DEFINED 6, 7, 8 13555 ABGENIX INC EQUITY 00339B107 8565 254,600 SH DEFINED 2 254600 ABGENIX, INC. EQUITY 00339B107 95 2,831 SH DEFINED 1 2,831 ABIOMED INC EQUITY 003654100 66 4,183 SH DEFINED 6, 7, 8 4183 ABIOMED, INC. EQUITY 003654100 69 4,343 SH DEFINED 1 4,343 Abitibi-Consolidated CORPBOND 003924AH0 5202 5,000,000 PRN DEFINED 4 5,000,000 ABM INDS INC EQUITY 000957100 173 5,520 SH DEFINED 6, 7, 8 5520 ABM INDUSTRIES, INC. EQUITY 000957100 180 5,750 SH DEFINED 1 5,750

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ACACIA RESEARCH CORP. EQUITY 003881109 65 5,843 SH DEFINED 1 5,843 ACACIA RESH CORP EQUITY 003881109 62 5,612 SH DEFINED 6, 7, 8 5612 ACADIA REALTY TRUST EQUITY 004239109 39 6,156 SH DEFINED 1 6,156 ACADIA RLTY TR EQUITY 004239109 39 6,156 SH DEFINED 6, 7, 8 6156 ACCLAIM ENTERTAINMENT, INC. EQUITY 004325205 78 14,661 SH DEFINED 1 14,661 ACCLAIM ENTMT INC EQUITY 004325205 73 13,728 SH DEFINED 6, 7, 8 13728 ACCREDO HEALTH INC EQUITY 00437V104 493 12,429 SH DEFINED 6, 7, 8 12429 ACCREDO HEALTH INC EQUITY 00437V104 1985 50,000 SH DEFINED 2 50000 ACCREDO HEALTH INC COM EQUITY 00437V104 74337 1,872,477 SH Sole 3 1843157 29320 ACCREDO HEALTH INC. EQUITY 00437V104 313 7,882 SH DEFINED 1 7,882 ACE LTD EQUITY G0070K103 2289 57,000 SH DEFINED 2 57000 ACKERLEY GROUP INC EQUITY 004527107 75 4,260 SH DEFINED 6, 7, 8 4260 ACKERLEY GROUP, INC. EQUITY 004527107 80 4,560 SH DEFINED 1 4,560 ACLARA BIOSCIENCES INC EQUITY 00461P106 52 10,336 SH DEFINED 6, 7, 8 10336 ACLARA BIOSCIENCES INC. EQUITY 00461P106 55 10,828 SH DEFINED 1 10,828 ACT MANUFACTURING INC EQUITY 000973107 1 3,382 SH DEFINED 1 3,382 ACT MFG INC EQUITY 000973107 1 3,074 SH DEFINED 6, 7, 8 3074 ACTEL CORP EQUITY 004934105 327 16,412 SH DEFINED 6, 7, 8 16412 ACTEL CORP. EQUITY 004934105 138 6,939 SH DEFINED 1 6,939 ACTERNA CORP EQUITY 00503U105 7 1,834 SH DEFINED 1 1,834 ACTION PERFORMANCE CO., INC. EQUITY 004933107 140 4,585 SH DEFINED 1 4,585 ACTION PERFORMANCE COS IN EQUITY 004933107 135 4,395 SH DEFINED 6, 7, 8 4395 ACTIVE POWER INC EQUITY 00504W100 67 9,914 SH DEFINED 1 9,914 ACTIVE POWER INC EQUITY 00504W100 65 9,545 SH DEFINED 6, 7, 8 9545 ACTIVISION INC NEW EQUITY 004930202 387 14,896 SH DEFINED 6, 7, 8 14896 ACTIVISION, INC. EQUITY 004930202 264 10,146 SH DEFINED 1 10,146 ACTRADE FINANCIAL TECHNOLOGIES EQUITY 00507P102 67 2,276 SH DEFINED 1 2,276 ACTRADE FINL TECHNOLOGIES EQUITY 00507P102 63 2,154 SH DEFINED 6, 7, 8 2154 ACTUATE CORP EQUITY 00508B102 64 12,198 SH DEFINED 6, 7, 8 12198 ACTUATE CORP. EQUITY 00508B102 67 12,696 SH DEFINED 1 12,696 ACTV INC EQUITY 00088E104 22 11,567 SH DEFINED 6, 7, 8 11567 ACTV, INC. EQUITY 00088E104 22 11,900 SH DEFINED 1 11,900 ACUITY BRANDS INC EQUITY 00508Y102 199 16,460 SH DEFINED 1 16,460 ACUITY BRANDS INC EQUITY 00508Y102 193 15,935 SH DEFINED 6, 7, 8 15935 ACXIOM CORP EQUITY 005125109 1845 105,600 SH DEFINED 6, 7, 8 105600 ACXIOM CORP. EQUITY 005125109 1861 106,502 SH DEFINED 1 106,502 ADAPTEC INC EQUITY 00651F108 458 31,563 SH DEFINED 6, 7, 8 31563 ADAPTEC, INC. EQUITY 00651F108 481 33,153 SH DEFINED 1 33,153 ADC TELECOMMUNICATIONS, INC EQUITY 000886101 1761 382,733 SH DEFINED 1 382,733 ADE CORP MASS EQUITY 00089C107 26 2,581 SH DEFINED 6, 7, 8 2581 ADE CORP. EQUITY 00089C107 27 2,654 SH DEFINED 1 2,654 ADELPHIA BUSINESS SOLUTIO EQUITY 006847107 5 8,841 SH DEFINED 6, 7, 8 8841 ADELPHIA BUSINESS SOLUTIONS EQUITY 006847107 5 9,351 SH DEFINED 1 9,351 ADELPHIA COMMUNICATIONS C EQUITY 006848105 138 4,430 SH DEFINED 6, 7, 8 4430 ADELPHIA COMMUNICATIONS CORP EQUITY 006848105 12682 175,950 SH DEFINED 2 175950 ADELPHIA COMMUNICATIONS CORP. CLASS A EQUITY 006848105 159 5,113 SH DEFINED 1 5,113 ADMINISTAFF INC EQUITY 007094105 243 8,856 SH DEFINED 6, 7, 8 8856 ADMINISTAFF, INC. EQUITY 007094105 185 6,737 SH DEFINED 1 6,737 ADOBE SYS INC EQUITY 00724F101 23 740 SH DEFINED 5 740 ADOBE SYS INC EQUITY 00724F101 3967 127,750 SH DEFINED 6, 7, 8 127750

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ADOBE SYS INC EQUITY 00724F101 111 3,575 SH DEFINED 2 3575 Adobe Systems EQUITY 00724F101 1397 45,000 SH DEFINED 4 45,000 ADOBE SYSTEMS INC. EQUITY 00724F101 4240 136,556 SH DEFINED 1 136,556 ADOLOR CORP EQUITY 00724X102 239 13,289 SH DEFINED 6, 7, 8 13289 ADOLOR CORPORATION EQUITY 00724X102 168 9,333 SH DEFINED 1 9,333 ADTRAN INC EQUITY 00738A106 1394 54,628 SH DEFINED 6, 7, 8 54628 ADTRAN, INC. EQUITY 00738A106 1405 55,036 SH DEFINED 1 55,036 ADVANCE AUTO PARTS EQUITY 00751Y106 34 691 SH DEFINED 1 691 ADVANCED AUTO PARTS INC EQUITY 00751Y106 34 691 SH DEFINED 6, 7, 8 691 ADVANCED DIGITAL INFO CORP. EQUITY 007525108 296 18,485 SH DEFINED 1 18,485 ADVANCED DIGITAL INFORMAT EQUITY 007525108 283 17,666 SH DEFINED 6, 7, 8 17666 ADVANCED ENERGY INDS EQUITY 007973100 142 5,317 SH DEFINED 6, 7, 8 5317 ADVANCED ENERGY INDUSTRIES EQUITY 007973100 147 5,530 SH DEFINED 1 5,530 ADVANCED FIBRE COMMUNICAT EQUITY 00754A105 2040 115,460 SH DEFINED 6, 7, 8 115460 ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 1774 100,412 SH DEFINED 1 100,412 ADVANCED MARKETING SERV. INC. EQUITY 00753T105 69 3,786 SH DEFINED 1 3,786 ADVANCED MARKETING SVCS I EQUITY 00753T105 66 3,627 SH DEFINED 6, 7, 8 3627 ADVANCED MICRO DEVICES IN EQUITY 007903107 17 1,060 SH DEFINED 5 1060 ADVANCED MICRO DEVICES IN EQUITY 007903107 3441 216,930 SH DEFINED 6, 7, 8 216930 ADVANCED MICRO DEVICES, INC. EQUITY 007903107 3631 228,970 SH DEFINED 1 228,970 ADVANCED NEUROMODULATION EQUITY 00757T101 68 1,930 SH DEFINED 6, 7, 8 1930 ADVANCED TISSUE SCIENCES EQUITY 00755F103 80 18,451 SH DEFINED 6, 7, 8 18451 ADVANCED TISSUE SCIENCES, INC. EQUITY 00755F103 84 19,197 SH DEFINED 1 19,197 ADVANCEPCS EQUITY 00790K109 35 1,198 SH DEFINED 1 1,198 ADVANCES NEUROMODULATIONS SYS EQUITY 00757T101 72 2,046 SH DEFINED 1 2,046 ADVANTA CORP EQUITY 007942105 70 7,072 SH DEFINED 6, 7, 8 7072 ADVANTA CORP. EQUITY 007942105 74 7,404 SH DEFINED 1 7,404 ADVENT SOFTWARE INC EQUITY 007974108 2199 44,025 SH DEFINED 6, 7, 8 44025 ADVENT SOFTWARE INC COM EQUITY 007974108 33673 674,129 SH Sole 3 662129 12000 ADVENT SOFTWARE, INC. EQUITY 007974108 2067 41,381 SH DEFINED 1 41,381 ADVO INC EQUITY 007585102 614 14,288 SH DEFINED 6, 7, 8 14288 ADVO, INC. EQUITY 007585102 271 6,293 SH DEFINED 1 6,293 AEP INDS INC EQUITY 001031103 11 445 SH DEFINED 6, 7, 8 445 AEP INDS INC COM EQUITY 001031103 11 445 SH DEFINED 1 445 AEROFLEX INC EQUITY 007768104 325 17,147 SH DEFINED 6, 7, 8 17147 AEROFLEX, INC EQUITY 007768104 340 17,944 SH DEFINED 1 17,944 AES CORP EQUITY 00130H105 27 1,670 SH DEFINED 5 1670 AES CORP EQUITY 00130H105 3684 225,340 SH DEFINED 6, 7, 8 225340 AES DRAX ENERGY LTD EQUITY 00130H105 3890 237,896 SH DEFINED 1 237,896 AETHER SYS INC EQUITY 00808V105 127 13,801 SH DEFINED 6, 7, 8 13801 AETHER SYSTEMS INC. EQUITY 00808V105 131 14,246 SH DEFINED 1 14,246 Aetna CORPBOND 00817YAB4 4924 5,000,000 PRN DEFINED 4 5,000,000 AETNA INC NEW EQUITY 00817Y108 15 450 SH DEFINED 5 450 AETNA INC NEW EQUITY 00817Y108 1999 60,580 SH DEFINED 6, 7, 8 60580 AETNA INC-NEW EQUITY 00817Y108 2148 65,118 SH DEFINED 1 65,118 AFC Capital Trust CORPBOND 00104PAC3 5853 6,000,000 PRN DEFINED 4 6,000,000 AFC ENTERPRISES EQUITY 00104Q107 81 2,853 SH DEFINED 1 2,853 AFC ENTERPRISES INC EQUITY 00104Q107 362 12,756 SH DEFINED 6, 7, 8 12756 AFFILIATED COMPUTER CL A EQUITY 008190100 95763 902,320 SH Sole 3 865380 36940 AFFILIATED COMPUTER SERVI EQUITY 008190100 7758 73,100 SH DEFINED 6, 7, 8 73100

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AFFILIATED COMPUTER SERVICES CLASS A EQUITY 008190100 7824 73,717 SH DEFINED 1 73,717 AFFILIATED MANAGERS CORP EQUITY 008252108 56147 796,640 SH Sole 3 762210 34430 AFFILIATED MANAGERS GROUP EQUITY 008252108 475 6,735 SH DEFINED 1 6,735 AFFILIATED MANAGERS GROUP EQUITY 008252108 452 6,418 SH DEFINED 6, 7, 8 6418 AFFYMETRIX INC EQUITY 00826T108 21 564 SH DEFINED 1 564 AFFYMETRIX INC COM EQUITY 00826T108 41373 1,095,971 SH Sole 3 1079671 16300 AFLAC INC EQUITY 001055102 40 1,630 SH DEFINED 5 1630 AFLAC INC EQUITY 001055102 6177 251,500 SH DEFINED 6, 7, 8 251500 AFLAC, INC. EQUITY 001055102 6479 263,792 SH DEFINED 1 263,792 AGCO CORP EQUITY 001084102 1705 108,017 SH DEFINED 6, 7, 8 108017 AGCO CORP. EQUITY 001084102 1721 109,078 SH DEFINED 1 109,078 AGERE SYSTEMS INC-A EQUITY 00845V100 41 7,251 SH DEFINED 1 7,251 AGILE SOFTWARE CORP DEL EQUITY 00846X105 153 8,859 SH DEFINED 6, 7, 8 8859 AGILE SOFTWARE CORP. EQUITY 00846X105 160 9,269 SH DEFINED 1 9,269 AGILENT TECHNOLOGIES INC EQUITY 00846U101 41 1,440 SH DEFINED 5 1440 AGILENT TECHNOLOGIES INC EQUITY 00846U101 5837 204,740 SH DEFINED 6, 7, 8 204740 AGILENT TECHNOLOGIES INC. EQUITY 00846U101 6146 215,590 SH DEFINED 1 215,590 AGL Cap Trust CORPBOND 001196AC8 905 1,000,000 PRN DEFINED 4 1,000,000 AGL RES INC EQUITY 001204106 2647 114,977 SH DEFINED 6, 7, 8 114977 AGL RESOURCES, INC. EQUITY 001204106 2668 115,901 SH DEFINED 1 115,901 Ahmanson Cap Trust I CORPBOND 008682AA4 8554 8,700,000 PRN DEFINED 4 8,700,000 AIR PRODS & CHEMS INC EQUITY 009158106 33 710 SH DEFINED 5 710 AIR PRODS & CHEMS INC EQUITY 009158106 5324 113,490 SH DEFINED 6, 7, 8 113490 AIR PRODS & CHEMS INC COM EQUITY 009158106 2345 50,000 SH Sole 3 50000 AIR PRODUCTS AND CHEMICALS INC EQUITY 009158106 4842 103,224 SH DEFINED 1 103,224 AIRBORNE INC EQUITY 009269101 1704 114,930 SH DEFINED 6, 7, 8 114930 AIRBORNE INC. EQUITY 009269101 1713 115,509 SH DEFINED 1 115,509 AIRGAS INC EQUITY 009363102 1548 102,397 SH DEFINED 6, 7, 8 102397 AIRGAS, INC. EQUITY 009363102 1559 103,120 SH DEFINED 1 103,120 AIRGATE PCS INC EQUITY 009367103 154 3,377 SH DEFINED 6, 7, 8 3377 AIRGATE PCS, INC. EQUITY 009367103 161 3,524 SH DEFINED 1 3,524 AIRTRAN HLDGS INC EQUITY 00949P108 117 17,761 SH DEFINED 6, 7, 8 17761 AIRTRAN HOLDINGS, INC. EQUITY 00949P108 125 18,983 SH DEFINED 1 18,983 AK STEEL CORP. EQUITY 001547108 1498 131,620 SH DEFINED 1 131,620 AK STL HLDG CORP EQUITY 001547108 1490 130,900 SH DEFINED 6, 7, 8 130900 AKAMAI TECHNOLOGIES INC. EQUITY 00971T101 138 23,173 SH DEFINED 1 23,173 AKAMAI TECHNOLOGIES INC EQUITY 00971T101 131 22,037 SH DEFINED 6, 7, 8 22037 AKSYS LTD EQUITY 010196103 25 5,284 SH DEFINED 1 5,284 AKSYS LTD EQUITY 010196103 23 4,994 SH DEFINED 6, 7, 8 4994 AKZO NOBEL N V- ADR EQUITY 010199305 188 4,200 SH DEFINED 1 4,200 AKZO NOBEL NV EQUITY 010199305 188 4,200 SH DEFINED 6, 7, 8 4200 ALABAMA NATIONAL BANCORP EQUITY 010317105 102 3,015 SH DEFINED 1 3,015 ALABAMA NATL BANCORP DELA EQUITY 010317105 98 2,899 SH DEFINED 6, 7, 8 2899 ALAMOSA HLDGS INC EQUITY 011589108 425 35,591 SH DEFINED 6, 7, 8 35591 ALAMOSA HOLDINGS INC. EQUITY 011589108 260 21,803 SH DEFINED 1 21,803 ALASKA AIR GROUP INC EQUITY 011659109 1185 40,713 SH DEFINED 6, 7, 8 40713 ALASKA AIR GROUP, INC. EQUITY 011659109 1196 41,086 SH DEFINED 1 41,086 ALASKA COMM. SYS. HLDGS., INC. EQUITY 01167P101 24 3,018 SH DEFINED 1 3,018 ALASKA COMMUNICATIONS SYS EQUITY 01167P101 23 2,918 SH DEFINED 6, 7, 8 2918 ALBANY INTERNATIONAL CORP. CLASS A EQUITY 012348108 936 43,146 SH DEFINED 1 43,146

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ALBANY INTL CORP EQUITY 012348108 930 42,872 SH DEFINED 6, 7, 8 42872 ALBANY MOLECULAR EQUITY 012423109 170 6,412 SH DEFINED 1 6,412 ALBANY MOLECULAR RESH INC EQUITY 012423109 227 8,584 SH DEFINED 6, 7, 8 8584 ALBEMARLE CORP EQUITY 012653101 1520 63,339 SH DEFINED 6, 7, 8 63339 ALBEMARLE CORP. EQUITY 012653101 1530 63,731 SH DEFINED 1 63,731 ALBERTO CULVER CO EQUITY 013068101 8 180 SH DEFINED 5 180 ALBERTO CULVER CO EQUITY 013068200 211 5,400 SH DEFINED 6, 7, 8 5400 ALBERTO CULVER CO EQUITY 013068101 1072 23,950 SH DEFINED 6, 7, 8 23950 ALBERTO-CULVER CO. CLASS B EQUITY 013068101 1146 25,608 SH DEFINED 1 25,608 ALBERTSONS INC EQUITY 013104104 10 330 SH DEFINED 2 330 ALBERTSONS INC EQUITY 013104104 40 1,270 SH DEFINED 5 1270 ALBERTSONS INC EQUITY 013104104 5407 171,720 SH DEFINED 6, 7, 8 171720 ALBERTSONS INC EQUITY 013104104 6549 207,958 SH DEFINED 2 207958 ALBERTSON'S, INC. EQUITY 013104104 5813 184,610 SH DEFINED 1 184,610 ALCAN EQUITY 013716105 5147 143,238 SH DEFINED 1 143,238 ALCAN INC EQUITY 013716105 36 1,000 SH DEFINED 5 1000 ALCAN INC EQUITY 013716105 4875 135,690 SH DEFINED 6, 7, 8 135690 ALCOA INC EQUITY 013817101 94 2,650 SH DEFINED 5 2650 ALCOA INC EQUITY 013817101 14010 394,090 SH DEFINED 6, 7, 8 394090 ALCOA INC EQUITY 013817101 15442 434,375 SH DEFINED 2 434375 ALCOA, INC. EQUITY 013817101 14720 414,072 SH DEFINED 1 414,072 ALEXANDER & BALDWIN INC EQUITY 014482103 1662 62,242 SH DEFINED 6, 7, 8 62242 ALEXANDER & BALDWIN, INC. EQUITY 014482103 1677 62,801 SH DEFINED 1 62,801 ALEXANDERS INC EQUITY 014752109 28 489 SH DEFINED 6, 7, 8 489 ALEXANDER'S, INC. EQUITY 014752109 28 489 SH DEFINED 1 489 ALEXANDRIA REAL ESTATE EQ EQUITY 015271109 190 4,618 SH DEFINED 6, 7, 8 4618 ALEXANDRIA REAL ESTATE EQUITIE EQUITY 015271109 198 4,815 SH DEFINED 1 4,815 ALEXION PHARMACEUTICALS I EQUITY 015351109 112 4,595 SH DEFINED 6, 7, 8 4595 ALEXION PHARMACEUTICLAS, INC. EQUITY 015351109 117 4,794 SH DEFINED 1 4,794 ALFA CORP EQUITY 015385107 283 12,610 SH DEFINED 6, 7, 8 12610 ALFA CORP. EQUITY 015385107 295 13,134 SH DEFINED 1 13,134 ALICO INC EQUITY 016230104 38 1,211 SH DEFINED 1 1,211 ALICO INC EQUITY 016230104 35 1,119 SH DEFINED 6, 7, 8 1119 ALIGN TECHNOLOGY INC EQUITY 016255101 15 3,290 SH DEFINED 1 3,290 ALIGN TECHNOLOGY INC EQUITY 016255101 13 2,890 SH DEFINED 6, 7, 8 2890 ALKERMES INC EQUITY 01642T108 21 805 SH DEFINED 1 805 ALKERMES INC EQUITY 01642T108 1318 50,000 SH DEFINED 2 50000 ALLEGHANY CORP EQUITY 017175100 8 43 SH DEFINED 1 43 ALLEGHENY ENERGY INC EQUITY 017361106 14 390 SH DEFINED 5 390 ALLEGHENY ENERGY INC EQUITY 017361106 1916 52,910 SH DEFINED 6, 7, 8 52910 ALLEGHENY ENERGY, INC. EQUITY 017361106 2312 63,824 SH DEFINED 1 63,824 ALLEGHENY TECHNOLOGIES IN EQUITY 01741R102 4 250 SH DEFINED 5 250 ALLEGHENY TECHNOLOGIES IN EQUITY 01741R102 569 33,970 SH DEFINED 6, 7, 8 33970 ALLEGHENY TECHNOLOGIES, INC. EQUITY 01741R102 11205 668,985 SH DEFINED 1 668,985 ALLEGIANCE TELECOM I EQUITY 01747T102 7 841 SH DEFINED 1 841 ALLEGIANCE TELECOM INC COM EQUITY 01747T102 11718 1,413,460 SH Sole 3 1399260 14200 ALLEN TELECOM INC EQUITY 018091108 70 8,178 SH DEFINED 6, 7, 8 8178 ALLEN TELECOM, INC. EQUITY 018091108 73 8,538 SH DEFINED 1 8,538 ALLERGAN INC EQUITY 018490102 31 410 SH DEFINED 5 410 ALLERGAN INC EQUITY 018490102 6828 90,970 SH DEFINED 6, 7, 8 90970

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ALLERGAN INC EQUITY 018490102 7832 163,900 SH DEFINED 2 163900 ALLERGAN, INC. EQUITY 018490102 20349 271,145 SH DEFINED 1 271,145 ALLETE INC EQUITY 018522102 2548 101,100 SH DEFINED 6, 7, 8 101100 ALLETE INC. EQUITY 018522102 2564 101,738 SH DEFINED 1 101,738 ALLIANCE DATA SYS CORP COM EQUITY 018581108 17386 907,880 SH Sole 3 888680 19200 ALLIANCE FIBER OPTIC PROD EQUITY 018680108 6 4,248 SH DEFINED 6, 7, 8 4248 ALLIANCE FIBER OPTIC PRODUCT EQUITY 018680108 6 4,248 SH DEFINED 1 4,248 ALLIANCE GAMING CORP EQUITY 01859P609 146 4,966 SH DEFINED 1 4,966 ALLIANCE GAMING CORP EQUITY 01859P609 137 4,654 SH DEFINED 6, 7, 8 4654 ALLIANCE SEMICONDUCTOR CO EQUITY 01877H100 102 8,429 SH DEFINED 6, 7, 8 8429 ALLIANCE SEMICONDUCTOR CORP. EQUITY 01877H100 105 8,706 SH DEFINED 1 8,706 ALLIANT ENERGY CORP EQUITY 018802108 3227 106,300 SH DEFINED 6, 7, 8 106300 ALLIANT ENERGY CORP. EQUITY 018802108 3247 106,953 SH DEFINED 1 106,953 ALLIANT TECHSYSTEMS INC EQUITY 018804104 519 6,725 SH DEFINED 1 6,725 ALLIANT TECHSYSTEMS INC EQUITY 018804104 982 12,726 SH DEFINED 6, 7, 8 12726 ALLIED CAP CORP NEW EQUITY 01903Q108 218 8,395 SH DEFINED 6, 7, 8 8395 ALLIED CAPITAL CORP EQUITY 01903Q108 26 989 SH DEFINED 1 989 ALLIED WASTE INDS INC EQUITY 019589308 9 620 SH DEFINED 5 620 ALLIED WASTE INDS INC EQUITY 019589308 1953 138,930 SH DEFINED 6, 7, 8 138930 ALLIED WASTE INDUSTRIES, INC. EQUITY 019589308 2036 144,796 SH DEFINED 1 144,796 ALLMERICA FINANCIAL CORP EQUITY 019754100 2884 64,746 SH DEFINED 1 64,746 ALLMERICA FINL CORP EQUITY 019754100 2865 64,300 SH DEFINED 6, 7, 8 64300 ALLOY INC EQUITY 019855105 254 11,783 SH DEFINED 6, 7, 8 11783 ALLOY INC COM EQUITY 019855105 22120 1,027,400 SH Sole 3 1027400 ALLOY ONLINE, INC EQUITY 019855105 75 3,475 SH DEFINED 1 3,475 ALLSCRIPTS HEALTHCARE SOL EQUITY 01988P108 29 9,074 SH DEFINED 6, 7, 8 9074 ALLSCRIPTS HEALTHCARE SOLUTION EQUITY 01988P108 31 9,634 SH DEFINED 1 9,634 ALLSTATE CORP EQUITY 020002101 75 2,230 SH DEFINED 5 2230 ALLSTATE CORP EQUITY 020002101 12730 377,740 SH DEFINED 6, 7, 8 377740 ALLSTATE CORP. EQUITY 020002101 13295 394,521 SH DEFINED 1 394,521 ALLTEL CORP EQUITY 020039103 60 970 SH DEFINED 5 970 ALLTEL CORP EQUITY 020039103 12711 205,920 SH DEFINED 6, 7, 8 205920 ALLTEL CORP EQUITY 020039103 13295 395,491 SH DEFINED 2 394521 ALLTEL CORP. EQUITY 020039103 13163 213,231 SH DEFINED 1 213,231 ALPHA INDS INC EQUITY 020753109 276 12,638 SH DEFINED 6, 7, 8 12638 ALPHA INDUSTRIES, INC. EQUITY 020753109 290 13,290 SH DEFINED 1 13,290 ALPHARMA INC EQUITY 020813101 225 8,492 SH DEFINED 6, 7, 8 8492 ALPHARMA INC. CLASS A EQUITY 020813101 235 8,900 SH DEFINED 1 8,900 ALTERA CORP EQUITY 021441100 25 1,200 SH DEFINED 5 1200 ALTERA CORP EQUITY 021441100 3712 174,940 SH DEFINED 6, 7, 8 174940 ALTERA CORP. EQUITY 021441100 4012 189,072 SH DEFINED 1 189,072 AMAZON COM INC EQUITY 023135106 60 5,530 SH DEFINED 6, 7, 8 5530 AMAZON.COM, INC. EQUITY 023135106 91 8,373 SH DEFINED 1 8,373 AMB PPTY CORP EQUITY 00163T109 14396 553,700 SH Sole 3 470400 83300 AMB PROPERTY CORP EQUITY 00163T109 13 488 SH DEFINED 1 488 AMBAC FINANCIAL GROUP INC. EQUITY 023139108 2766 47,812 SH DEFINED 1 47,812 AMBAC FINL GROUP INC EQUITY 023139108 19 330 SH DEFINED 5 330 AMBAC FINL GROUP INC EQUITY 023139108 3652 63,120 SH DEFINED 6, 7, 8 63120 AMBASSADORS INTERNATIONAL EQUITY 023178106 49 2,346 SH DEFINED 1 2,346 AMBASSADORS INTL INC EQUITY 023178106 46 2,215 SH DEFINED 6, 7, 8 2215

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AMC ENTERTAINMENT, INC. EQUITY 001669100 67 5,607 SH DEFINED 1 5,607 AMC ENTMT INC EQUITY 001669100 64 5,342 SH DEFINED 6, 7, 8 5342 AMCOL INTERNATIONAL CORP. EQUITY 02341W103 48 6,711 SH DEFINED 1 6,711 AMCOL INTL CORP EQUITY 02341W103 47 6,471 SH DEFINED 6, 7, 8 6471 AMCORE FINANCIAL, INC. EQUITY 023912108 191 8,564 SH DEFINED 1 8,564 AMCORE FINL INC EQUITY 023912108 183 8,188 SH DEFINED 6, 7, 8 8188 AMDOCS LIMITED EQUITY G02602103 401 11,800 SH DEFINED 1 11,800 AMDOCS LIMITED EQUITY G02602103 5287 155,630 SH DEFINED 2 155630 AMDOCS LTD ORD EQUITY G02602103 11319 333,200 SH Sole 3 286800 46400 AMERADA HESS CORP EQUITY 023551104 2818 45,094 SH DEFINED 1 45,094 AMERADA HESS CORP EQUITY 023551104 18 280 SH DEFINED 5 280 AMERADA HESS CORP EQUITY 023551104 2654 42,460 SH DEFINED 6, 7, 8 42460 AMERCO EQUITY 023586100 78 4,166 SH DEFINED 6, 7, 8 4166 AMERCO, INC. EQUITY 023586100 81 4,322 SH DEFINED 1 4,322 AMEREN CORP EQUITY 023608102 18 430 SH DEFINED 5 430 AMEREN CORP EQUITY 023608102 2463 58,230 SH DEFINED 6, 7, 8 58230 AMEREN CORP. EQUITY 023608102 15202 359,395 SH DEFINED 1 359,395 Ameren Corporation EQUITY 023608102 6134 145,000 SH DEFINED 4 145,000 AMERICA MOVIL-SERIES L ADR EQUITY 02364W105 3989 204,790 SH DEFINED 1 204,790 AMERICA ONLINE LATIN AMER EQUITY 02365B100 30 6,611 SH DEFINED 6, 7, 8 6611 AMERICA ONLINE LATIN AMERICA EQUITY 02365B100 32 6,943 SH DEFINED 1 6,943 AMERICA WEST HLDG CORP EQUITY 023657208 37 10,695 SH DEFINED 6, 7, 8 10695 AMERICAN AXLE & MFG HLDGS EQUITY 024061103 75 3,485 SH DEFINED 6, 7, 8 3485 AMERICAN AXLE & MFG HOLDINGS EQUITY 024061103 77 3,596 SH DEFINED 1 3,596 AMERICAN AXLE + MFG HLDGS INC EQUITY 024061103 7316 342,200 SH DEFINED 2 342200 AMERICAN CAP. STRATEGIES, INC. EQUITY 024937104 284 10,000 SH DEFINED 1 10,000 AMERICAN CAPITAL STRATEGI EQUITY 024937104 414 14,610 SH DEFINED 6, 7, 8 14610 AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 2301 87,938 SH DEFINED 1 87,938 AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 2285 87,300 SH DEFINED 6, 7, 8 87300 AMERICAN EAGLE OUTFITTERS INC EQUITY 02553E106 1907 30,000 SH DEFINED 2 30000 AMERICAN ELEC PWR INC EQUITY 025537101 44 1,010 SH DEFINED 5 1010 AMERICAN ELEC PWR INC EQUITY 025537101 5929 136,210 SH DEFINED 6, 7, 8 136210 AMERICAN ELECTRIC POWER, INC. EQUITY 025537101 6259 143,793 SH DEFINED 1 143,793 American Express EQUITY 025816109 1606 45,000 SH DEFINED 4 45,000 AMERICAN EXPRESS CO EQUITY 025816109 72 2,010 SH DEFINED 2 2010 AMERICAN EXPRESS CO EQUITY 025816109 149 4,170 SH DEFINED 5 4170 AMERICAN EXPRESS CO EQUITY 025816109 20135 564,170 SH DEFINED 6, 7, 8 564170 AMERICAN EXPRESS CO EQUITY 025816109 10805 302,750 SH DEFINED 2 320750 AMERICAN EXPRESS CO. EQUITY 025816109 32493 910,411 SH DEFINED 1 910,411 AMERICAN FINANCIAL GROUP, INC. EQUITY 025932104 2047 83,397 SH DEFINED 1 83,397 AMERICAN FINANCIAL HLDGS INC. EQUITY 026075101 234 9,219 SH DEFINED 1 9,219 AMERICAN FINL GROUP INC O EQUITY 025932104 2038 83,000 SH DEFINED 6, 7, 8 83000 AMERICAN FINL HLDGS INC EQUITY 026075101 478 18,820 SH DEFINED 6, 7, 8 18820 AMERICAN GREETINGS CORP EQUITY 026375105 3 200 SH DEFINED 5 200 AMERICAN GREETINGS CORP EQUITY 026375105 789 57,227 SH DEFINED 6, 7, 8 57227 AMERICAN GREETINGS CORP. CLASS A EQUITY 026375105 821 59,593 SH DEFINED 1 59,593 AMERICAN HEALTHWAYS INC EQUITY 02649V104 106 3,323 SH DEFINED 1 3,323 AMERICAN HEALTHWAYS INC EQUITY 02649V104 101 3,167 SH DEFINED 6, 7, 8 3167 AMERICAN HOME PRODS CORP EQUITY 026609107 253 4,120 SH DEFINED 5 4120 AMERICAN HOME PRODS CORP EQUITY 026609107 34228 557,820 SH DEFINED 6, 7, 8 557820

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AMERICAN HOME PRODUCTS CORP EQUITY 026609107 5412 88,200 SH DEFINED 2 88200 AMERICAN HOME PRODUCTS CORP. EQUITY 026609107 55338 901,852 SH DEFINED 1 901,852 AMERICAN INTL GROUP INC EQUITY 026874107 648 8,161 SH DEFINED 5 8161 AMERICAN INTL GROUP INC EQUITY 026874107 93769 1,180,969 SH DEFINED 6, 7, 8 1180969 AMERICAN INTL GROUP INC EQUITY 026874107 968 12,187 SH DEFINED 2 12187 AMERICAN INTL GRP INC COM EQUITY 026874107 8625 107,513 SH DEFINED 1 107,513 AMERICAN ITALIAN PASTA CO EQUITY 027070101 205 4,874 SH DEFINED 6, 7, 8 4874 AMERICAN ITALIAN PASTA CO. CLASS A EQUITY 027070101 216 5,141 SH DEFINED 1 5,141 AMERICAN MANAGEMENT SYSTEMS EQUITY 027352103 228 12,605 SH DEFINED 1 12,605 AMERICAN MED SYS HLDGS IN EQUITY 02744M108 191 9,253 SH DEFINED 6, 7, 8 9253 AMERICAN MEDICAL SYSTEMS HOLDI EQUITY 02744M108 201 9,701 SH DEFINED 1 9,701 AMERICAN MGMT SYS INC EQUITY 027352103 218 12,053 SH DEFINED 6, 7, 8 12053 AMERICAN NATIONAL IN EQUITY 028591105 4 49 SH DEFINED 1 49 AMERICAN PHYSICIANS CAPIT EQUITY 028884104 80 3,683 SH DEFINED 6, 7, 8 3683 AMERICAN PHYSICIANS CAPITAL IN EQUITY 028884104 85 3,920 SH DEFINED 1 3,920 AMERICAN POWER CONVERSION EQUITY 029066107 1280 88,519 SH DEFINED 1 88,519 AMERICAN PWR CONVERSION C EQUITY 029066107 9 610 SH DEFINED 5 610 AMERICAN PWR CONVERSION C EQUITY 029066107 1196 82,690 SH DEFINED 6, 7, 8 82690 AMERICAN REALTY INVESTORS IN EQUITY 029174109 13 1,279 SH DEFINED 1 1,279 AMERICAN RLTY INVS INC EQUITY 029174109 13 1,279 SH DEFINED 6, 7, 8 1279 AMERICAN SKIING EQUITY 029654308 319 528,581 SH DEFINED 1 528,581 AMERICAN SKIING CORP COMMON EQUITY 029654308 264 528,581 SH DEFINED 1 528,581 American Standard CORPBOND 029717AC9 5050 5,000,000 PRN DEFINED 4 5,000,000 AMERICAN STANDARD COMPANIES EQUITY 029712106 7731 113,313 SH DEFINED 1 113,313 AMERICAN STATES WATER CO. EQUITY 029899101 118 3,370 SH DEFINED 1 3,370 AMERICAN STD COS INC DEL EQUITY 029712106 8446 123,780 SH DEFINED 6, 7, 8 123780 AMERICAN STS WTR CO EQUITY 029899101 114 3,248 SH DEFINED 6, 7, 8 3248 AMERICAN SUPERCONDUCTOR C EQUITY 030111108 72 5,900 SH DEFINED 6, 7, 8 5900 AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 76 6,166 SH DEFINED 1 6,166 AMERICAN TOWER CORP EQUITY 029912201 17 1,815 SH DEFINED 1 1,815 AMERICAN WATER WORKS CO., INC. EQUITY 030411102 5093 121,990 SH DEFINED 1 121,990 AMERICAN WEST HOLDINGS CORP. CLASS B EQUITY 023657208 39 11,153 SH DEFINED 1 11,153 AMERICAN WOODMARK CORP EQUITY 030506109 84 1,570 SH DEFINED 6, 7, 8 1570 AMERICAN WOODMARK CORP. EQUITY 030506109 90 1,666 SH DEFINED 1 1,666 AMERICAN WTR WKS INC EQUITY 030411102 5068 121,400 SH DEFINED 6, 7, 8 121400 AMERICAN WTR WKS INC EQUITY 030411102 3870 92,700 SH DEFINED 2 92700 AMERICREDIT CORP EQUITY 03060R101 3881 123,000 SH DEFINED 6, 7, 8 123000 AMERICREDIT CORP COM EQUITY 03060R101 98216 3,113,041 SH Sole 3 2987571 125470 AMERICREDIT CORP. EQUITY 03060R101 3911 123,962 SH DEFINED 1 123,962 AMERIPATH INC EQUITY 03071D109 215 6,727 SH DEFINED 6, 7, 8 6727 AMERIPATH, INC. EQUITY 03071D109 231 7,155 SH DEFINED 1 7,155 AMERISOURCEBERGEN CO EQUITY 03073E105 15899 250,188 SH DEFINED 1 250,188 AMERISOURCEBERGEN CORP EQUITY 03073E105 20 320 SH DEFINED 5 320 AMERISOURCEBERGEN CORP EQUITY 03073E105 2764 43,490 SH DEFINED 6, 7, 8 43490 AMERISTAR CASINOS EQUITY 03070Q101 19 760 SH DEFINED 1 760 AMERISTAR CASINOS INC EQUITY 03070Q101 19 760 SH DEFINED 6, 7, 8 760 AMERITRADE HLDG CORP EQUITY 03072H109 91 15,340 SH DEFINED 6, 7, 8 15340 AMERITRADE HOLDING C EQUITY 03072H109 7 1,233 SH DEFINED 1 1,233 AMERON INTL INC EQUITY 030710107 81 1,170 SH DEFINED 6, 7, 8 1170 AMERON, INC. EQUITY 030710107 86 1,239 SH DEFINED 1 1,239

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AMERUS GROUP CO EQUITY 03072M108 493 13,768 SH DEFINED 6, 7, 8 13768 AMERUS GROUP CO. EQUITY 03072M108 514 14,346 SH DEFINED 1 14,346 AMES DEPT STORES INC EQUITY 030789507 360 SH DEFINED 1 360 AMETEK INC NEW EQUITY 031100100 1577 49,443 SH DEFINED 6, 7, 8 49443 AMETEK, INC. EQUITY 031100100 1591 49,880 SH DEFINED 1 49,880 AMGEN INC EQUITY 031162100 145 2,575 SH DEFINED 2 2575 AMGEN INC EQUITY 031162100 185 3,270 SH DEFINED 5 3270 AMGEN INC EQUITY 031162100 27034 478,990 SH DEFINED 6, 7, 8 478990 AMGEN INC EQUITY 031162100 14562 258,011 SH DEFINED 2 258011 AMGEN, INC. EQUITY 031162100 41356 732,751 SH DEFINED 1 732,751 AMKOR TECHNOLOGY, INC EQUITY 031652100 25 1,571 SH DEFINED 1 1,571 AMLI RESIDENTIAL PPTYS TR EQUITY 001735109 108 4,294 SH DEFINED 6, 7, 8 4294 AMLI RESIDENTIAL PROPERTIES EQUITY 001735109 112 4,456 SH DEFINED 1 4,456 AMLI RESIDNTL PPTYS TR SH BEN EQUITY 001735109 335 13,300 SH Sole 3 13300 AMN HEALTH SERVICES EQUITY 020926101 959 35,000 SH Sole 3 35000 AMN HEALTHCARE SERVICES I EQUITY 001744101 214 7,800 SH DEFINED 6, 7, 8 7800 AMN HEALTHCARE SVCS INC EQUITY 001744101 3836 140,000 SH DEFINED 2 140000 AMPHENOL CORP NEW EQUITY 032095101 804 16,730 SH DEFINED 6, 7, 8 16730 AMPHENOL CORP. CLASS A EQUITY 032095101 831 17,302 SH DEFINED 1 17,302 AMR CORP EQUITY 001765106 11 480 SH DEFINED 5 480 AMR CORP EQUITY 001765106 1447 65,290 SH DEFINED 6, 7, 8 65290 AMR CORP. EQUITY 001765106 1564 70,146 SH DEFINED 1 70,146 AmSouth EQUITY 032165102 567 30,000 SH DEFINED 4 30,000 AMSOUTH BANCORPORATION EQUITY 032165102 3131 165,677 SH DEFINED 1 165,677 AMSOUTH BANCORPORATION EQUITY 032165102 22 1,140 SH DEFINED 5 1140 AMSOUTH BANCORPORATION EQUITY 032165102 2913 154,110 SH DEFINED 6, 7, 8 154110 AMSURG CORP EQUITY 03232P405 157 5,760 SH DEFINED 6, 7, 8 5760 AMSURG CORP CL A EQUITY 03232P405 164 6,024 SH DEFINED 1 6,024 AMSURG CORP CL A EQUITY 03232P405 15142 557,115 SH Sole 3 557115 AMTRAN INC EQUITY 03234G106 15 1,012 SH DEFINED 6, 7, 8 1012 AMTRAN, INC. EQUITY 03234G106 15 1,012 SH DEFINED 1 1,012 AMYLIN PHARMACEUTICALS IN EQUITY 032346108 201 22,021 SH DEFINED 6, 7, 8 22021 AMYLIN PHARMACEUTICALS, INC. EQUITY 032346108 155 17,006 SH DEFINED 1 17,006 ANADARKO PETE CORP EQUITY 032511107 44 780 SH DEFINED 5 780 ANADARKO PETE CORP EQUITY 032511107 5981 105,200 SH DEFINED 6, 7, 8 105200 ANADARKO PETROLEUM CORP. EQUITY 032511107 6313 111,053 SH DEFINED 1 111,053 ANADIGICS INC EQUITY 032515108 308 20,199 SH DEFINED 6, 7, 8 20199 ANADIGICS, INC. EQUITY 032515108 141 9,230 SH DEFINED 1 9,230 ANALOG DEVICES INC EQUITY 032654AC9 9,463 10000000 PRN DEFINED 6 10000000 ANALOG DEVICES INC EQUITY 032654105 50 1,130 SH DEFINED 5 1130 ANALOG DEVICES INC EQUITY 032654105 7474 168,370 SH DEFINED 6, 7, 8 168370 ANALOG DEVICES INC EQUITY 032654105 400 9,000 SH DEFINED 2 9000 ANALOG DEVICES, INC. EQUITY 032654105 7859 177,051 SH DEFINED 1 177,051 ANALOGIC CORP EQUITY 032657207 81 2,107 SH DEFINED 6, 7, 8 2107 ANALOGIC CORP. EQUITY 032657207 84 2,193 SH DEFINED 1 2,193 ANAREN MICROWAVE INC EQUITY 032744104 381 21,978 SH DEFINED 6, 7, 8 21978 ANAREN MICROWAVE, INC EQUITY 032744104 112 6,469 SH DEFINED 1 6,469 ANC RENTAL CO. EQUITY 001813104 12,406 SH DEFINED 1 12,406 ANCHOR BANCORP WIS INC EQUITY 032839102 110 6,195 SH DEFINED 6, 7, 8 6195 ANCHOR BANCORP WISCONSIN, INC. EQUITY 032839102 117 6,594 SH DEFINED 1 6,594

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ANCHOR GAMING EQUITY 033037102 282 4,130 SH DEFINED 6, 7, 8 4130 ANDREW CORP EQUITY 034425108 5 250 SH DEFINED 5 250 ANDREW CORP EQUITY 034425108 1313 59,978 SH DEFINED 6, 7, 8 59978 ANDREW CORP. EQUITY 034425108 1380 63,049 SH DEFINED 1 63,049 ANDRX CORP DEL EQUITY 034553107 465 6,600 SH DEFINED 2 6600 ANDRX GROUP EQUITY 034553107 165 2,341 SH DEFINED 1 2,341 ANDRX GROUP EQUITY 034553107 109 1,550 SH DEFINED 6, 7, 8 1550 ANGIOTECH PHARMACEUTICALS INC EQUITY 034918102 2725 48,900 SH DEFINED 2 48900 ANGLO AMERICAN PLC - UNSP ADR EQUITY 03485P102 559 37,000 SH DEFINED 1 37,000 Anheuser Busch CORPBOND 035229AX1 2040 2,000,000 PRN DEFINED 4 2,000,000 Anheuser Busch EQUITY 035229103 3165 70,000 SH DEFINED 4 70,000 ANHEUSER BUSCH COS INC EQUITY 035229103 125 2,760 SH DEFINED 5 2760 ANHEUSER BUSCH COS INC EQUITY 035229103 17810 393,930 SH DEFINED 6, 7, 8 393930 ANHEUSER BUSCH COS INC EQUITY 035229103 4598 101,700 SH DEFINED 2 101700 ANHEUSER-BUSCH COMPANIES, INC. EQUITY 035229103 37619 832,091 SH DEFINED 1 832,091 ANIXTER INTERNATIONALL, INC. EQUITY 035290105 257 8,857 SH DEFINED 1 8,857 ANIXTER INTL INC EQUITY 035290105 247 8,516 SH DEFINED 6, 7, 8 8516 ANN TAYLOR STORES CORP. EQUITY 036115103 284 8,103 SH DEFINED 1 8,103 ANNALY MTG MGMT INC EQUITY 035710409 3274 204,643 SH DEFINED 1 204,643 ANNALY MTG MGMT INC EQUITY 035710409 302 18,865 SH DEFINED 6, 7, 8 18865 ANNTAYLOR STORES CORP EQUITY 036115103 446 12,731 SH DEFINED 6, 7, 8 12731 ANSOFT CORP EQUITY 036384105 28 1,919 SH DEFINED 1 1,919 ANSOFT CORP EQUITY 036384105 26 1,777 SH DEFINED 6, 7, 8 1777 ANSWERTHINK INC EQUITY 036916104 80 12,219 SH DEFINED 1 12,219 ANSWERTHINK INC EQUITY 036916104 76 11,683 SH DEFINED 6, 7, 8 11683 ANSYS INC EQUITY 03662Q105 109 4,418 SH DEFINED 1 4,418 ANSYS INC EQUITY 03662Q105 103 4,185 SH DEFINED 6, 7, 8 4185 ANTHEM INC COM EQUITY 03674B104 9798 197,940 SH Sole 3 162200 35740 ANTHRACITE CAP INC EQUITY 037023108 116 10,562 SH DEFINED 6, 7, 8 10562 ANTHRACITE CAPITAL INC. EQUITY 037023108 8639 786,034 SH DEFINED 1 786,034 ANTIGENICS INC DEL EQUITY 037032109 68 4,159 SH DEFINED 6, 7, 8 4159 ANTIGENICS INC. EQUITY 037032109 73 4,430 SH DEFINED 1 4,430 AOL TIME WARNER EQUITY 00184A105 337 10,512 SH DEFINED 2 10512 AOL Time Warner EQUITY 00184A105 867 27,000 SH DEFINED 4 27,000 AOL TIME WARNER INC EQUITY 00184A105 444 13,830 SH DEFINED 5 13830 AOL TIME WARNER INC EQUITY 00184A105 71347 2,222,644 SH DEFINED 6, 7, 8 2222644 AOL TIME WARNER INC EQUITY 00184A105 23034 717,572 SH DEFINED 2 717572 AOL TIME WARNER INC. EQUITY 00184A105 82667 2,575,286 SH DEFINED 1 2,575,286 AON Capital Trust CORPBOND 037388AE5 7836 8,000,000 PRN DEFINED 4 8,000,000 AON CORP EQUITY 037389103 30 840 SH DEFINED 5 840 AON CORP EQUITY 037389103 4756 133,900 SH DEFINED 6, 7, 8 133900 AON CORP. EQUITY 037389103 10259 288,823 SH DEFINED 1 288,823 APAC CUSTOMER SERVICES IN EQUITY 00185E106 18 6,821 SH DEFINED 6, 7, 8 6821 APAC TELESERVICES, INC. EQUITY 00185E106 18 7,040 SH DEFINED 1 7,040 APACHE CORP EQUITY 037411105 73 1,467 SH DEFINED 2 1467 APACHE CORP EQUITY 037411105 21 429 SH DEFINED 5 429 APACHE CORP EQUITY 037411105 3621 72,600 SH DEFINED 6, 7, 8 72600 APACHE CORP EQUITY 037411105 3753 75,240 SH DEFINED 2 75240 APACHE CORP COM EQUITY 037411105 6897 138,270 SH Sole 3 115060 23210 APACHE CORP. EQUITY 037411105 3119 62,522 SH DEFINED 1 62,522

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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ARTHROCARE CORP. EQUITY 043136100 108 6,032 SH DEFINED 1 6,032 Arthur J Gallagher EQUITY 363576109 1725 50,000 SH DEFINED 4 50,000 ARTISAN COMPONENTS INC EQUITY 042923102 60 3,828 SH DEFINED 6, 7, 8 3828 ARTISAN COMPONENTS INC. EQUITY 042923102 65 4,123 SH DEFINED 1 4,123 Arvin Industries Inc. CORPBOND 043339AJ9 2794 3,000,000 PRN DEFINED 4 3,000,000 ARVINMERITOR INC EQUITY 043353101 2007 102,174 SH DEFINED 6, 7, 8 102174 ARVINMERITOR, INC EQUITY 043353101 2025 103,108 SH DEFINED 1 103,108 ASCENTIAL SOFTWARE CORP EQUITY 04362P108 1608 397,079 SH DEFINED 6, 7, 8 397079 ASCENTIAL SOFTWARE CORP. EQUITY 04362P108 1624 400,894 SH DEFINED 1 400,894 ASHLAND INC EQUITY 044204105 10 220 SH DEFINED 5 220 ASHLAND INC EQUITY 044204105 8164 177,176 SH DEFINED 6, 7, 8 177176 ASHLAND OIL, INC. EQUITY 044204105 8263 179,319 SH DEFINED 1 179,319 ASIA GLOBAL CROSSING LTD-A COMMON EQUITY G05330108 60 50,000 SH DEFINED 1 50,000 ASIAINFO HLDGS INC EQUITY 04518A104 138 7,949 SH DEFINED 6, 7, 8 7949 ASIAINFO HOLDINGS INC. EQUITY 04518A104 145 8,310 SH DEFINED 1 8,310 ASPECT COMMUNICATIONS COR EQUITY 04523Q102 64 16,437 SH DEFINED 6, 7, 8 16437 ASPECT COMMUNICATIONS INC. EQUITY 04523Q102 66 16,916 SH DEFINED 1 16,916 ASPECT MED SYS INC EQUITY 045235108 36 3,609 SH DEFINED 6, 7, 8 3609 ASPECT MEDICAL SYSTEMS, INC. EQUITY 045235108 37 3,744 SH DEFINED 1 3,744 ASPEN TECHNOLOGY INC EQUITY 045327103 224 13,360 SH DEFINED 6, 7, 8 13360 ASPEN TECHNOLOGY, INC. EQUITY 045327103 161 9,555 SH DEFINED 1 9,555 ASSOCIATED BANC CORP EQUITY 045487105 2816 79,800 SH DEFINED 6, 7, 8 79800 ASSOCIATED BANC-CORP. EQUITY 045487105 2836 80,373 SH DEFINED 1 80,373 ASSOCIATED ESTATES REALTY EQUITY 045604105 52 5,651 SH DEFINED 1 5,651 ASSOCIATED ESTATES RLTY C EQUITY 045604105 48 5,189 SH DEFINED 6, 7, 8 5189 Associates Corp CORPBOND U0460WAB5 1077 1,000,000 PRN DEFINED 4 1,000,000 ASTEC INDS INC EQUITY 046224101 70 4,867 SH DEFINED 6, 7, 8 4867 ASTEC INDS INC COM EQUITY 046224101 74 5,114 SH DEFINED 1 5,114 ASTORIA FINANCIAL CORP. EQUITY 046265104 2987 112,876 SH DEFINED 1 112,876 ASTORIA FINL CORP EQUITY 046265104 2966 112,100 SH DEFINED 6, 7, 8 112100 ASTRAZENECA PLC EQUITY 046353108 741 15,900 SH DEFINED 6, 7, 8 15900 ASTRAZENECA, PLC.-ADR EQUITY 046353108 741 15,900 SH DEFINED 1 15,900 ASTROPOWER INC EQUITY 04644A101 146 3,623 SH DEFINED 1 3,623 ASTROPOWER INC EQUITY 04644A101 141 3,485 SH DEFINED 6, 7, 8 3485 ASTROPOWER INC COM EQUITY 04644A101 27701 685,160 SH Sole 3 676490 8670 ASYST TECHNOLOGIES, INC. EQUITY 04648X107 137 10,775 SH DEFINED 1 10,775 ASYST TECHNOLOGY CORP EQUITY 04648X107 218 17,072 SH DEFINED 6, 7, 8 17072 AT & T CORP EQUITY 001957109 63 3,467 SH DEFINED 2 3467 AT & T LATIN AMER CORP EQUITY 04649A106 15 12,903 SH DEFINED 6, 7, 8 12903 AT & T WIRELESS EQUITY 00209A106 16 1,105 SH DEFINED 2 1105 AT + T CORP EQUITY 001957109 8531 470,300 SH DEFINED 2 470300 AT&T EQUITY 001957109 32739 1,804,800 SH DEFINED 1 1,804,800 AT&T CORPBOND 001957BA6 5233 5,000,000 PRN DEFINED 4 5,000,000 AT&T CORP EQUITY 001957109 201 11,060 SH DEFINED 5 11060 AT&T CORP EQUITY 001957109 30945 1,705,916 SH DEFINED 6, 7, 8 1705916 AT&T LATIN AMERICA-CL A EQUITY 04649A106 91 77,508 SH DEFINED 1 77,508 AT&T WIRELESS (USD) EQUITY 00209A106 17489 1,217,050 SH DEFINED 1 1,217,050 AT&T WIRELESS SVCS INC EQUITY 00209A106 114 7,910 SH DEFINED 5 7910 AT&T WIRELESS SVCS INC EQUITY 00209A106 16613 1,156,077 SH DEFINED 6, 7, 8 1156077 ATLANTIC COAST AIRLINES H EQUITY 048396105 432 18,535 SH DEFINED 6, 7, 8 18535

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ATLANTIC COAST AIRLINES HLDG. EQUITY 048396105 280 12,032 SH DEFINED 1 12,032 ATLANTIC COAST AIRLINES HLDGS EQUITY 048396105 4993 214,400 SH DEFINED 2 214400 ATLAS AIR WORLDWIDE HLDGS EQUITY 049164106 756 51,613 SH DEFINED 6, 7, 8 51613 ATLAS AIR WORLDWIDE HLDGS INC. EQUITY 049164106 760 51,898 SH DEFINED 1 51,898 ATMEL CORP EQUITY 049513104 4541 573,420 SH DEFINED 6, 7, 8 573420 ATMEL CORP EQUITY 049513104 5673 769,700 SH DEFINED 2 769700 ATMEL CORP. EQUITY 049513104 4258 577,713 SH DEFINED 1 577,713 ATMI INC EQUITY 00207R101 286 11,995 SH DEFINED 6, 7, 8 11995 ATMI INC EQUITY 00207R101 7181 301,100 SH DEFINED 2 301100 ATMI, INC. EQUITY 00207R101 196 8,211 SH DEFINED 1 8,211 ATMOS ENERGY CORP EQUITY 049560105 278 13,070 SH DEFINED 6, 7, 8 13070 ATMOS ENERGY CORP. EQUITY 049560105 290 13,648 SH DEFINED 1 13,648 ATP OIL & GAS CORP EQUITY 00208J108 5 1,759 SH DEFINED 1 1,759 ATP OIL & GAS CORP EQUITY 00208J108 5 1,759 SH DEFINED 6, 7, 8 1759 ATRIX LABS INC EQUITY 04962L101 119 5,783 SH DEFINED 1 5,783 ATRIX LABS INC EQUITY 04962L101 2 110 SH DEFINED 6 110 ATRIX LABS INC EQUITY 04962L101 112 5,439 SH DEFINED 6, 7, 8 5439 ATS MED INC EQUITY 002083103 33 6,277 SH DEFINED 6, 7, 8 6277 ATS MEDICA, INC. EQUITY 002083103 34 6,455 SH DEFINED 1 6,455 ATWOOD OCEANICS INC EQUITY 050095108 93 2,660 SH DEFINED 6, 7, 8 2660 ATWOOD OCEANICS, INC. EQUITY 050095108 99 2,840 SH DEFINED 1 2,840 AUDIOVOX COPR. EQUITY 050757103 43 5,810 SH DEFINED 1 5,810 AUDIOVOX CORP EQUITY 050757103 42 5,603 SH DEFINED 6, 7, 8 5603 AUGUST TECHNOLOGY CORP EQUITY 05106U105 182 16,465 SH DEFINED 6, 7, 8 16465 AUGUST TECHNOLOGY CORP. EQUITY 05106U105 17 1,575 SH DEFINED 1 1,575 AURORA FOODS INC EQUITY 05164B106 39 7,803 SH DEFINED 6, 7, 8 7803 AURORA FOODS, INC. EQUITY 05164B106 39 7,803 SH DEFINED 1 7,803 AUSPEX SYS INC EQUITY 052116100 23 12,814 SH DEFINED 6, 7, 8 12814 AUSPEX SYSTEMS, INC. EQUITY 052116100 24 13,240 SH DEFINED 1 13,240 AUTODESK INC EQUITY 052769106 6 170 SH DEFINED 5 170 AUTODESK INC EQUITY 052769106 1906 51,130 SH DEFINED 6, 7, 8 51130 AUTODESK, INC. EQUITY 052769106 1972 52,913 SH DEFINED 1 52,913 AUTOLIV INC EQUITY 052800109 619 30,500 SH DEFINED 6, 7, 8 30500 AUTOLIV, INC. EQUITY 052800109 636 31,314 SH DEFINED 1 31,314 AUTOMATIC DATA PROCESSING EQUITY 053015103 114 1,930 SH DEFINED 5 1930 AUTOMATIC DATA PROCESSING EQUITY 053015103 19230 326,480 SH DEFINED 6, 7, 8 326480 AUTOMATIC DATA PROCESSING INC. EQUITY 053015103 20140 341,937 SH DEFINED 1 341,937 AUTONATION INC EQUITY 05329W102 26 2,104 SH DEFINED 1 2,104 AUTOZONE INC EQUITY 053332102 24 340 SH DEFINED 5 340 AUTOZONE INC EQUITY 053332102 5460 76,040 SH DEFINED 6, 7, 8 76040 AUTOZONE, INC. EQUITY 053332102 5709 79,517 SH DEFINED 1 79,517 AVALONBAY CMNTYS INC EQUITY 053484101 1055 22,300 SH DEFINED 6, 7, 8 22300 AVALONBAY COMM EQUITY 053484101 22713 480,084 SH Sole 3 401338 78746 AVALONBAY COMMUNITIE EQUITY 053484101 24 504 SH DEFINED 1 504 AVANEX CORP EQUITY 05348W109 52 8,891 SH DEFINED 1 8,891 AVANEX CORP EQUITY 05348W109 50 8,546 SH DEFINED 6, 7, 8 8546 AVANIR PHARMACEUTICALS EQUITY 05348P104 74 17,190 SH DEFINED 1 17,190 AVANIR PHARMACEUTICALS EQUITY 05348P104 71 16,574 SH DEFINED 6, 7, 8 16574 AVANT CORP EQUITY 053487104 224 10,933 SH DEFINED 6, 7, 8 10933 AVANT IMMUNOTHERAPEUTICS EQUITY 053491106 70 17,370 SH DEFINED 6, 7, 8 17370

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AVANT IMMUNOTHERAPEUTICS INC EQUITY 053491106 74 18,400 SH DEFINED 1 18,400 AVANT! CORP. EQUITY 053487104 238 11,602 SH DEFINED 1 11,602 AVATAR HLDGS INC EQUITY 053494100 38 1,601 SH DEFINED 6, 7, 8 1601 AVATAR HOLDINGS, INC. EQUITY 053494100 38 1,601 SH DEFINED 1 1,601 AVAYA INC EQUITY 053499109 7 615 SH DEFINED 2 615 AVAYA INC EQUITY 053499109 11 900 SH DEFINED 5 900 AVAYA INC EQUITY 053499109 1680 138,270 SH DEFINED 6, 7, 8 138270 AVAYA INC. EQUITY 053499109 1809 148,901 SH DEFINED 1 148,901 AVERY DENNISON CORP EQUITY 053611109 19 340 SH DEFINED 5 340 AVERY DENNISON CORP EQUITY 053611109 3016 53,360 SH DEFINED 6, 7, 8 53360 AVERY DENNISON CORP EQUITY 53611109 5515 97,564 SH DEFINED 2 97564 AVERY DENNISON CORP. EQUITY 053611109 2831 50,072 SH DEFINED 1 50,072 AVI BIOPHARMA INC EQUITY 002346104 50 4,600 SH DEFINED 1 4,600 AVI BIOPHARMA INC EQUITY 002346104 48 4,350 SH DEFINED 6, 7, 8 4350 AVIALL INC NEW EQUITY 05366B102 44 5,870 SH DEFINED 6, 7, 8 5870 AVIALL, INC. EQUITY 05366B102 47 6,191 SH DEFINED 1 6,191 AVICI SYS INC EQUITY 05367L109 41 14,209 SH DEFINED 6, 7, 8 14209 AVICI SYSTEMS INC EQUITY 05367L109 44 15,175 SH DEFINED 1 15,175 AVID TECHNOLOGY INC EQUITY 05367P100 89 7,301 SH DEFINED 6, 7, 8 7301 AVID TECHNOLOGY, INC. EQUITY 05367P100 92 7,558 SH DEFINED 1 7,558 AVIGEN INC EQUITY 053690103 66 5,737 SH DEFINED 6, 7, 8 5737 AVIGEN, INC. EQUITY 053690103 69 6,019 SH DEFINED 1 6,019 AVIRON EQUITY 053762100 16 312 SH DEFINED 1 312 AVISTA CORP EQUITY 05379B107 213 16,058 SH DEFINED 1 16,058 AVISTA CORP EQUITY 05379B107 202 15,263 SH DEFINED 6, 7, 8 15263 AVNET INC EQUITY 053807103 3650 143,300 SH DEFINED 6, 7, 8 143300 AVNET, INC. EQUITY 053807103 3878 152,252 SH DEFINED 1 152,252 AVOCENT CORP EQUITY 053893103 1625 67,000 SH DEFINED 6, 7, 8 67000 AVOCENT CORPORATION EQUITY 053893103 1640 67,613 SH DEFINED 1 67,613 AVON PRODS INC EQUITY 054303102 34 740 SH DEFINED 5 740 AVON PRODS INC EQUITY 054303102 6586 141,640 SH DEFINED 6, 7, 8 141640 AVON PRODUCTS, INC. EQUITY 054303102 6931 149,052 SH DEFINED 1 149,052 AVX CORP EQUITY 002444107 980 41,562 SH DEFINED 1 41,562 AVX CORP NEW EQUITY 002444107 967 41,002 SH DEFINED 6, 7, 8 41002 AWARE INC EQUITY 05453N100 55 6,602 SH DEFINED 1 6,602 AWARE INC MASS EQUITY 05453N100 53 6,416 SH DEFINED 6, 7, 8 6416 AXCELIS TECHNOLOGIES INC EQUITY 054540109 19 1,474 SH DEFINED 1 1,474 AXT INC EQUITY 00246W103 174 12,038 SH DEFINED 6, 7, 8 12038 AXT INC. EQUITY 00246W103 82 5,657 SH DEFINED 1 5,657 AZTAR CORP EQUITY 054802103 205 11,217 SH DEFINED 6, 7, 8 11217 AZTAR CORP. EQUITY 054802103 215 11,775 SH DEFINED 1 11,775 B I S Y S GROUP INC EQUITY 055472104 122905 1,920,696 SH Sole 3 1842526 78170 BAKER HUGHES INC EQUITY 057224107 38 1,050 SH DEFINED 5 1050 BAKER HUGHES INC EQUITY 057224107 8918 244,540 SH DEFINED 6, 7, 8 244540 BAKER HUGHES, INC. EQUITY 057224107 9207 252,445 SH DEFINED 1 252,445 BALDOR ELEC CO EQUITY 057741100 155 7,431 SH DEFINED 6, 7, 8 7431 BALDOR ELECTRIC CO. EQUITY 057741100 164 7,839 SH DEFINED 1 7,839 BALDWIN & LYONS INC EQUITY 057755209 52 2,032 SH DEFINED 6, 7, 8 2032 BALDWIN & LYONS, INC., CLASS B EQUITY 057755209 56 2,190 SH DEFINED 1 2,190 BALL CORP EQUITY 058498106 6 90 SH DEFINED 5 90

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BALL CORP EQUITY 058498106 1446 20,454 SH DEFINED 6, 7, 8 20454 BALL CORP. EQUITY 058498106 1518 21,466 SH DEFINED 1 21,466 BALLY TOTAL FITNESS HLDG EQUITY 05873K108 480 22,264 SH DEFINED 6, 7, 8 22264 BALLY TOTAL FITNESS HLDG COR COM EQUITY 05873K108 396 18,360 SH DEFINED 1 18,360 BAM ENTMNT INC EQUITY 059361105 39 4,675 SH DEFINED 6, 7, 8 4675 BANCFIRST CORP EQUITY 05945F103 45 1,298 SH DEFINED 6, 7, 8 1298 BANCFIRST CORP ZANESVILLE EQUITY 059450106 60 2,472 SH DEFINED 6, 7, 8 2472 BANCFIRST CORP. EQUITY 05945F103 49 1,404 SH DEFINED 1 1,404 BANCFIRST OHIO CORP. EQUITY 059450106 64 2,645 SH DEFINED 1 2,645 BANCO DE A. EDWARDS-SP ADR EQUITY 059504100 867 49,978 SH DEFINED 1 49,978 BANCORPSOUTH INC EQUITY 059692103 440 26,510 SH DEFINED 6, 7, 8 26510 BANCORPSOUTH, INC. EQUITY 059692103 458 27,582 SH DEFINED 1 27,582 BANDAG INC EQUITY 059815100 999 28,735 SH DEFINED 6, 7, 8 28735 BANDAG, INC. EQUITY 059815100 1005 28,899 SH DEFINED 1 28,899 BANK AMER CORP EQUITY 060505104 22168 352,150 SH DEFINED 2 352150 BANK ATLANTIC BANCORP CLASS A EQUITY 065908501 74 8,080 SH DEFINED 1 8,080 BANK MUT CORP EQUITY 063748107 54 3,561 SH DEFINED 6, 7, 8 3561 BANK MUTUAL CORP EQUITY 063748107 59 3,857 SH DEFINED 1 3,857 BANK NEW YORK INC EQUITY 064057102 94 2,300 SH DEFINED 5 2300 BANK NEW YORK INC EQUITY 064057102 14357 351,880 SH DEFINED 6, 7, 8 351880 BANK OF AMERICA CORP EQUITY 060505104 52001 826,072 SH DEFINED 1 826,072 BANK OF AMERICA CORPORATI EQUITY 060505104 310 4,920 SH DEFINED 5 4920 BANK OF AMERICA CORPORATI EQUITY 060505104 49670 789,040 SH DEFINED 6, 7, 8 789040 BANK OF GRANITE CORP EQUITY 062401104 71 3,575 SH DEFINED 6, 7, 8 3575 BANK OF GRANITE CORP. EQUITY 062401104 76 3,820 SH DEFINED 1 3,820 BANK OF NEW YORK CO., INC. EQUITY 064057102 51864 1,271,171 SH DEFINED 1 1,271,171 BANK ONE CORP EQUITY 06423A103 142 3,640 SH DEFINED 5 3640 BANK ONE CORP EQUITY 06423A103 23026 589,660 SH DEFINED 6, 7, 8 589660 BANK ONE CORP EQUITY 06423A103 3667 93,900 SH DEFINED 2 93900 BANK UNITED CORP-CPR WI EQUITY 065416117 52 515,075 SH DEFINED 1 515,075 BANKATLANTIC BANCORP EQUITY 065908501 70 7,655 SH DEFINED 6, 7, 8 7655 BANKNORTH GROUP INC NEW EQUITY 06646R107 4159 184,700 SH DEFINED 6, 7, 8 184700 BANKNORTH GROUP INC. EQUITY 06646R107 4186 185,863 SH DEFINED 1 185,863 BANKONE CORP. EQUITY 06423A103 24098 617,106 SH DEFINED 1 617,106 BANKUNITED FINANCIAL CORP CLASS A EQUITY 06652B103 94 6,356 SH DEFINED 1 6,356 BANKUNITED FINL CORP EQUITY 06652B103 90 6,076 SH DEFINED 6, 7, 8 6076 BANNER CORP EQUITY 06652V109 57 3,375 SH DEFINED 6, 7, 8 3375 BANNER CORPORATION EQUITY 06652V109 61 3,585 SH DEFINED 1 3,585 BANTA CORP EQUITY 066821109 1119 37,919 SH DEFINED 6, 7, 8 37919 BANTA CORP. EQUITY 066821109 1130 38,271 SH DEFINED 1 38,271 BARD C R INC EQUITY 067383109 10 160 SH DEFINED 5 160 BARD C R INC EQUITY 067383109 1393 21,590 SH DEFINED 6, 7, 8 21590 BARNES & NOBLE INC EQUITY 067774109 2409 81,400 SH DEFINED 6, 7, 8 81400 BARNES & NOBLE, INC. EQUITY 067774109 12014 405,865 SH DEFINED 1 405,865 BARNES + NOBLE INC EQUITY 067774109 3309 111,800 SH DEFINED 2 111800 BARNES GROUP INC EQUITY 067806109 125 5,218 SH DEFINED 6, 7, 8 5218 BARNES GROUP, INC. EQUITY 067806109 132 5,488 SH DEFINED 1 5,488 Barnett Capital I CORPBOND 068056AE0 5009 5,000,000 PRN DEFINED 4 5,000,000 BARR LABORATORIES, INC EQUITY 068306109 5505 69,365 SH DEFINED 1 69,365 BARR LABS INC EQUITY 068306109 5477 69,021 SH DEFINED 6, 7, 8 69021

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BARRA INC EQUITY 068313105 159 3,376 SH DEFINED 6, 7, 8 3376 BARRA, INC. EQUITY 068313105 166 3,525 SH DEFINED 1 3,525 BARRICK GOLD CORP EQUITY 067901108 27 1,680 SH DEFINED 5 1680 BARRICK GOLD CORP EQUITY 067901108 4014 251,670 SH DEFINED 6, 7, 8 251670 BARRICK GOLD CORP. EQUITY 067901108 4239 265,743 SH DEFINED 1 265,743 BASSETT FURNITURE INDS IN EQUITY 070203104 46 3,277 SH DEFINED 6, 7, 8 3277 BASSETT FURNITURE INDUSTRIES EQUITY 070203104 49 3,478 SH DEFINED 1 3,478 BAUSCH & LOMB INC EQUITY 071707103 6 170 SH DEFINED 5 170 BAUSCH & LOMB INC EQUITY 071707103 856 22,720 SH DEFINED 6, 7, 8 22720 BAUSCH & LOMB, INC. EQUITY 071707103 918 24,368 SH DEFINED 1 24,368 BAXTER INTERNATIONAL, INC. EQUITY 071813109 23850 444,715 SH DEFINED 1 444,715 BAXTER INTL INC EQUITY 071813109 99 1,850 SH DEFINED 5 1850 BAXTER INTL INC EQUITY 071813109 13386 249,590 SH DEFINED 6, 7, 8 249590 BAXTER INTL INC EQUITY 071813109 378 7,050 SH DEFINED 2 7050 BAY VIEW CAP CORP DEL EQUITY 07262L101 147 20,105 SH DEFINED 6, 7, 8 20105 BAY VIEW CAPITAL CORP. EQUITY 07262L101 153 20,914 SH DEFINED 1 20,914 BB&T CORP EQUITY 054937107 51 1,420 SH DEFINED 5 1420 BB&T CORP EQUITY 054937107 6918 191,570 SH DEFINED 6, 7, 8 191570 BBT CORP. EQUITY 054937107 7303 202,239 SH DEFINED 1 202,239 BE AEROSPACE INC EQUITY 073302101 78 8,547 SH DEFINED 6, 7, 8 8547 BE AEROSPACE, INC. EQUITY 073302101 83 9,071 SH DEFINED 1 9,071 BEA SYS INC EQUITY 073325102 127 8,260 SH DEFINED 6, 7, 8 8260 BEA SYSTEMS, INC. EQUITY 073325102 127 8,260 SH DEFINED 1 8,260 BEACON POWER CORP EQUITY 073677106 14 10,497 SH DEFINED 1 10,497 BEACON POWER CORP EQUITY 073677106 13 10,002 SH DEFINED 6, 7, 8 10002 BEAR STEARNS COS EQUITY 073902108 4667 79,595 SH DEFINED 1 79,595 BEAR STEARNS COS INC EQUITY 073902108 17 290 SH DEFINED 5 290 BEAR STEARNS COS INC EQUITY 073902108 4502 76,770 SH DEFINED 6, 7, 8 76770 BEASLEY BROADCAST GROUP I EQUITY 074014101 28 2,162 SH DEFINED 6, 7, 8 2162 BEASLEY BROADCAST GROUP, INC. EQUITY 074014101 31 2,350 SH DEFINED 1 2,350 BEAZER HOMES USA INC EQUITY 07556Q105 202 2,761 SH DEFINED 6, 7, 8 2761 BEAZER HOMES USA INC COM EQUITY 07556Q105 11693 159,800 SH Sole 3 159800 BEAZER HOMES USA, INC. EQUITY 07556Q105 209 2,854 SH DEFINED 1 2,854 BEBE STORES INC EQUITY 075571109 20 1,080 SH DEFINED 6, 7, 8 1080 BEBE STORES, INC. EQUITY 075571109 22 1,180 SH DEFINED 1 1,180 BECKMAN COULTER INC EQUITY 075811109 4492 101,400 SH DEFINED 6, 7, 8 101400 BECKMAN COULTER, INC. EQUITY 075811109 3303 74,570 SH DEFINED 1 74,570 BECTON DICKINSON & CO EQUITY 075887109 27 810 SH DEFINED 5 810 BECTON DICKINSON & CO EQUITY 075887109 4641 139,990 SH DEFINED 6, 7, 8 139990 BECTON, DICKINSON AND CO. EQUITY 075887109 3892 117,395 SH DEFINED 1 117,395 BED BATH & BEYOND INC EQUITY 075896100 31 910 SH DEFINED 5 910 BED BATH & BEYOND INC EQUITY 075896100 4452 131,340 SH DEFINED 6, 7, 8 131340 BED BATH & BEYOND INC COM EQUITY 075896100 13928 410,860 SH Sole 3 353600 57260 BED BATH & BEYOND, INC. EQUITY 075896100 4820 142,171 SH DEFINED 1 142,171 BED BATH + BEYOND INC EQUITY 075896100 4407 130,000 SH DEFINED 2 130000 BEDFORD PPTY INVS INC EQUITY 076446301 110 4,905 SH DEFINED 6, 7, 8 4905 BEDFORD PPTY INVS INC COM PAR EQUITY 076446301 3712 165,000 SH Sole 3 165000 BEDFORD PRPTY INVESTORS, INC. EQUITY 076446301 114 5,061 SH DEFINED 1 5,061 BEI TECHNOLOGIES INC EQUITY 05538P104 57 3,253 SH DEFINED 1 3,253 BEI TECHNOLOGIES INC EQUITY 05538P104 54 3,092 SH DEFINED 6, 7, 8 3092

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BEL FUSE INC EQUITY 077347300 62 2,474 SH DEFINED 6, 7, 8 2474 BEL FUSE INC. CLASS B EQUITY 077347300 64 2,566 SH DEFINED 1 2,566 BELDEN INC EQUITY 077459105 185 7,854 SH DEFINED 6, 7, 8 7854 BELDEN, INC. EQUITY 077459105 192 8,158 SH DEFINED 1 8,158 BELL CANADA INTERNATIONAL INC. EQUITY 077914109 32 40,000 SH DEFINED 1 40,000 BELL MICROPRODUCTS INC EQUITY 078137106 59 4,705 SH DEFINED 1 4,705 BELL MICROPRODUCTS INC EQUITY 078137106 56 4,433 SH DEFINED 6, 7, 8 4433 BELLSOUTH CORP EQUITY 079860102 224 5,870 SH DEFINED 5 5870 BELLSOUTH CORP EQUITY 079860102 37692 988,000 SH DEFINED 6, 7, 8 988000 BELLSOUTH CORP. EQUITY 079860102 39383 1,032,320 SH DEFINED 1 1,032,320 Bellsouth Tel CORPBOND 079867AA5 10107 10,000,000 PRN DEFINED 4 10,000,000 BELO CORP EQUITY 080555105 3311 176,600 SH DEFINED 6, 7, 8 176600 BELO CORP. EQUITY 080555105 2517 134,265 SH DEFINED 1 134,265 BEMIS CO., INC. EQUITY 081437105 1178 23,950 SH DEFINED 1 23,950 BEMIS INC EQUITY 081437105 8 170 SH DEFINED 5 170 BEMIS INC EQUITY 081437105 1097 22,310 SH DEFINED 6, 7, 8 22310 BEMIS INC EQUITY 081437105 7729 157,149 SH DEFINED 2 157149 BENCHMARK ELECTRONICS, INC. EQUITY 08160H101 121 6,373 SH DEFINED 1 6,373 BENCHMARK ELECTRS INC EQUITY 08160H101 114 5,993 SH DEFINED 6, 7, 8 5993 Berkley (W.R.) Cap Trust CORPBOND 084498AB0 6889 7,940,000 PRN DEFINED 4 7,940,000 BERKLEY W R CORP EQUITY 084423102 488 9,082 SH DEFINED 6, 7, 8 9082 BERKSHIRE HATHAWAY INC DEL EQUITY 84670207 1641 650 SH DEFINED 2 650 BERKSHIRE HATHAWAY INC DEL CL EQUITY 84670207 30 12 SH DEFINED 2 12 BERKSHIRE HATHWAY INC EQUITY 084990308 971 10,000 SH DEFINED 1 10,000 BERRY PETE CO EQUITY 085789105 77 4,905 SH DEFINED 6, 7, 8 4905 BERRY PETROLEUM CO. CLASS A EQUITY 085789105 80 5,105 SH DEFINED 1 5,105 BEST BUY CO INC EQUITY 086516101 8945 120,100 SH DEFINED 2 120100 BEST BUY CO., INC. EQUITY 086516101 8492 114,020 SH DEFINED 1 114,020 BEST BUY INC EQUITY 086516101 49 660 SH DEFINED 5 660 BEST BUY INC EQUITY 086516101 7951 106,760 SH DEFINED 6, 7, 8 106760 BETHLEHEM STEEL CORP. EQUITY 087509105 19 43,113 SH DEFINED 1 43,113 BETHLEHEM STL CORP EQUITY 087509105 19 41,253 SH DEFINED 6, 7, 8 41253 BEVERLY ENTERPRISES INC EQUITY 087851309 268 31,189 SH DEFINED 6, 7, 8 31189 BEVERLY ENTERPRISES, INC. EQUITY 087851309 279 32,486 SH DEFINED 1 32,486 BHP BILLITON LTD EQUITY 088606108 152 14,228 SH DEFINED 6, 7, 8 14228 BHP LIMITED SPON. ADR EQUITY 088606108 152 14,228 SH DEFINED 1 14,228 BIG LOTS INC EQUITY 089302103 4 360 SH DEFINED 5 360 BIG LOTS INC EQUITY 089302103 500 48,100 SH DEFINED 6, 7, 8 48100 BIG LOTS INC. EQUITY 089302103 540 51,894 SH DEFINED 1 51,894 BIO RAD LABS INC EQUITY 090572207 160 2,525 SH DEFINED 6, 7, 8 2525 BIO TECHNOLOGY GEN CORP EQUITY 090578105 137 16,683 SH DEFINED 6, 7, 8 16683 BIOGEN INC EQUITY 090597105 26 460 SH DEFINED 5 460 BIOGEN INC EQUITY 090597105 7451 129,920 SH DEFINED 6, 7, 8 129920 BIOGEN, INC. EQUITY 090597105 7769 135,465 SH DEFINED 1 135,465 BIOMARIN PHARMACEUTICA COM EQUITY 09061G101 3572 265,800 SH Sole 3 265800 BIOMARIN PHARMACEUTICAL I EQUITY 09061G101 84 6,238 SH DEFINED 6, 7, 8 6238 BIOMARIN PHARMACEUTICAL INC. EQUITY 09061G101 88 6,544 SH DEFINED 1 6,544 BIOMET INC EQUITY 090613100 26 840 SH DEFINED 5 840 BIOMET INC EQUITY 090613100 3774 122,130 SH DEFINED 6, 7, 8 122130 BIOMET, INC. EQUITY 090613100 4086 132,249 SH DEFINED 1 132,249

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BIOPURE CORP EQUITY 09065H105 64 4,489 SH DEFINED 6, 7, 8 4489 BIOPURE CORP. EQUITY 09065H105 67 4,694 SH DEFINED 1 4,694 BIO-RAD LABORATORIES, INC., CLASS A EQUITY 090572207 167 2,634 SH DEFINED 1 2,634 BIOSITE INC EQUITY 090945106 65 3,547 SH DEFINED 6, 7, 8 3547 BIOSITE INC COM EQUITY 090945106 5702 310,400 SH Sole 3 310400 BIOSITE INC. EQUITY 090945106 68 3,719 SH DEFINED 1 3,719 BIOSPHERE MEDICAL INC EQUITY 09066V103 12 1,062 SH DEFINED 1 1,062 BIOSPHERE MEDICAL INC EQUITY 09066V103 70 6,237 SH DEFINED 6, 7, 8 6237 BIO-TECHNOLOGY GENERAL CORP. EQUITY 090578105 144 17,442 SH DEFINED 1 17,442 BIOVAIL CORP EQUITY 09067J109 150666 2,678,514 SH Sole 3 2568054 110460 BIOVAIL CORP EQUITY 09067J109 8072 143,500 SH DEFINED 2 143500 BISYS GROUP INC EQUITY 055472104 4575 71,500 SH DEFINED 6, 7, 8 71500 BISYS GROUP, INC. EQUITY 055472104 4620 72,203 SH DEFINED 1 72,203 BJ SERVICES CO. EQUITY 055482103 12074 372,089 SH DEFINED 1 372,089 BJ SVCS CO EQUITY 055482103 12005 369,950 SH DEFINED 6, 7, 8 369950 BJ SVCS CO EQUITY 055482103 12094 372,700 SH DEFINED 2 372700 BJS WHOLESALE CLUB INC EQUITY 05548J106 5696 129,160 SH DEFINED 6, 7, 8 129160 BJS WHOLESALE CLUB INC COM EQUITY 05548J106 9195 208,500 SH Sole 3 174700 33800 BJ'S WHOLESALE CLUB INC. EQUITY 05548J106 5737 130,098 SH DEFINED 1 130,098 BKF CAP GROUP INC EQUITY 05548G102 53 1,836 SH DEFINED 6, 7, 8 1836 BKF CAPITAL GROUP INC EQUITY 05548G102 55 1,927 SH DEFINED 1 1,927 BLACK & DECKER CORP EQUITY 091797100 9 250 SH DEFINED 5 250 BLACK & DECKER CORP EQUITY 091797100 1274 33,770 SH DEFINED 6, 7, 8 33770 BLACK & DECKER CORP. EQUITY 091797100 1372 36,353 SH DEFINED 1 36,353 BLACK BOX CORP DEL EQUITY 091826107 298 5,638 SH DEFINED 6, 7, 8 5638 BLACK BOX CORP. EQUITY 091826107 316 5,967 SH DEFINED 1 5,967 BLACK HILLS CORP EQUITY 092113109 1090 32,200 SH DEFINED 6, 7, 8 32200 BLACK HILLS CORP. EQUITY 092113109 1096 32,383 SH DEFINED 1 32,383 BLACKROCK INC EQUITY 09247X101 6 153 SH DEFINED 1 153 BLACKROCK INC EQUITY 09247X101 3127500 75,000,000 SH DEFINED 6, 7, 8 75000000 BLOCK FINANCIAL CORP EQUITY 093671105 4493 100,508 SH DEFINED 1 100,508 BLOCK H & R INC EQUITY 093671105 25 570 SH DEFINED 5 570 BLOCK H & R INC EQUITY 093671105 4183 93,570 SH DEFINED 6, 7, 8 93570 BLOCKBUSTER INC EQUITY 093679108 3823 151,700 SH DEFINED 2 151700 BLOCKBUSTER INC -CLA EQUITY 093679108 7 285 SH DEFINED 1 285 BLUE MARTINI SOFTWARE INC EQUITY 095698106 27 9,051 SH DEFINED 1 9,051 BLUE MARTINI SOFTWARE INC EQUITY 095698106 25 8,403 SH DEFINED 6, 7, 8 8403 BLYTH INC EQUITY 09643P108 1570 67,535 SH DEFINED 6, 7, 8 67535 BLYTH INC. EQUITY 09643P108 1580 67,971 SH DEFINED 1 67,971 BMC INDS INC MINN EQUITY 055607105 18 8,704 SH DEFINED 6, 7, 8 8704 BMC INDUSTRIES, INC. EQUITY 055607105 20 9,604 SH DEFINED 1 9,604 BMC SOFTWARE INC EQUITY 055921100 12 760 SH DEFINED 5 760 BMC SOFTWARE INC EQUITY 055921100 1690 103,260 SH DEFINED 6, 7, 8 103260 BMC SOFTWARE, INC. EQUITY 055921100 1831 111,846 SH DEFINED 1 111,846 BOB EVANS FARMS INC EQUITY 096761101 1312 53,387 SH DEFINED 6, 7, 8 53387 BOB EVANS FARMS, INC. EQUITY 096761101 1324 53,880 SH DEFINED 1 53,880 BOCA RESORTS INC EQUITY 09688T106 121 9,222 SH DEFINED 6, 7, 8 9222 BOCA RESORTS INC -CL A EQUITY 09688T106 126 9,648 SH DEFINED 1 9,648 BOEING CO EQUITY 097023105 62 1,600 SH DEFINED 2 1600 BOEING CO EQUITY 097023105 102 2,620 SH DEFINED 5 2620

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BOEING CO EQUITY 097023105 14507 374,080 SH DEFINED 6, 7, 8 374080 BOEING CO EQUITY 097023105 1637 42,200 SH DEFINED 2 42200 BOEING CO. EQUITY 097023105 15272 393,805 SH DEFINED 1 393,805 BOISE CASCADE CORP EQUITY 097383103 6 180 SH DEFINED 5 180 BOISE CASCADE CORP EQUITY 097383103 835 24,560 SH DEFINED 6, 7, 8 24560 BOISE CASCADE CORP. EQUITY 097383103 896 26,353 SH DEFINED 1 26,353 BOK FINANCIAL CORP. EQUITY 05561Q201 122 3,875 SH DEFINED 1 3,875 BOK FINL CORP EQUITY 05561Q201 118 3,739 SH DEFINED 6, 7, 8 3739 BONE CARE INTERNATIONAL, INC. EQUITY 098072101 49 2,845 SH DEFINED 1 2,845 BONE CARE INTL INC EQUITY 098072101 47 2,734 SH DEFINED 6, 7, 8 2734 BORDERS GROUP INC EQUITY 099709107 1960 98,800 SH DEFINED 6, 7, 8 98800 BORDERS GROUP, INC. EQUITY 099709107 1973 99,469 SH DEFINED 1 99,469 BORG WARNER INC EQUITY 099724106 2944 56,350 SH DEFINED 1 56,350 BORG WARNER INC EQUITY 099724106 3069 58,739 SH DEFINED 6, 7, 8 58739 BORLAND SOFTWARE CORP EQUITY 099849101 459 29,320 SH DEFINED 6, 7, 8 29320 BORLAND SOFTWARE CORP. EQUITY 099849101 240 15,357 SH DEFINED 1 15,357 BORON LEPORE & ASSOCIATES, INC EQUITY 10001P102 37 2,708 SH DEFINED 1 2,708 BORON LEPORE & ASSOCS INC EQUITY 10001P102 35 2,541 SH DEFINED 6, 7, 8 2541 BOSTON BEER INC EQUITY 100557107 48 2,812 SH DEFINED 6, 7, 8 2812 BOSTON BEER, INC. CLASS A EQUITY 100557107 48 2,812 SH DEFINED 1 2,812 BOSTON COMMUNICATIONS GRO EQUITY 100582105 172 15,124 SH DEFINED 6, 7, 8 15124 BOSTON COMMUNICATIONS GROUP EQUITY 100582105 53 4,671 SH DEFINED 1 4,671 BOSTON EDISON EQUITY 67019E107 2913 64,944 SH DEFINED 1 64,944 BOSTON PRIVATE FINANCIAL HOLDI EQUITY 101119105 83 3,755 SH DEFINED 1 3,755 BOSTON PRIVATE FINL HLDGS EQUITY 101119105 78 3,536 SH DEFINED 6, 7, 8 3536 BOSTON PROPERTIES INC EQUITY 101121101 21 554 SH DEFINED 1 554 BOSTON PROPERTIES INC EQUITY 101121101 122 3,200 SH DEFINED 6, 7, 8 3200 BOSTON PROPERTIES INC COM EQUITY 101121101 33280 875,800 SH Sole 3 746000 129800 Boston Scientific Corp EQUITY 101137107 362 15,000 SH DEFINED 4 15,000 BOSTON SCIENTIFIC CORP EQUITY 101137107 30 1,260 SH DEFINED 5 1260 BOSTON SCIENTIFIC CORP EQUITY 101137107 4115 170,590 SH DEFINED 6, 7, 8 170590 BOSTON SCIENTIFIC CORP. EQUITY 101137107 4417 183,119 SH DEFINED 1 183,119 BOWATER INC EQUITY 102183100 3890 81,550 SH DEFINED 6, 7, 8 81550 BOWATER, INC. EQUITY 102183100 3913 82,035 SH DEFINED 1 82,035 BOWNE & CO INC EQUITY 103043105 136 10,646 SH DEFINED 6, 7, 8 10646 BOWNE & CO., INC. EQUITY 103043105 143 11,209 SH DEFINED 1 11,209 BOYD GAMING CORP EQUITY 103304101 62 9,522 SH DEFINED 6, 7, 8 9522 BOYD GAMING CORP. EQUITY 103304101 66 10,184 SH DEFINED 1 10,184 BOYDS COLLECTION LTD EQUITY 103354106 102 15,113 SH DEFINED 6, 7, 8 15113 BOYDS COLLECTION, LTD. EQUITY 103354106 107 15,850 SH DEFINED 1 15,850 BOYKIN LODGING CO EQUITY 103430104 44 5,527 SH DEFINED 6, 7, 8 5527 BOYKIN LODGING CO. EQUITY 103430104 46 5,727 SH DEFINED 1 5,727 BP AMOCO PLC SPON ADR EQUITY 055622104 190 4,090 SH DEFINED 2 4090 BP AMOCO PLC-ADR EQUITY 055622104 2380 51,178 SH DEFINED 1 51,178 BP P.L.C. EQUITY 055622104 1628 35,000 SH DEFINED 4 35,000 BP PLC EQUITY 055622104 2380 51,178 SH DEFINED 6, 7, 8 51178 BRADY CORP EQUITY 104674106 195 5,316 SH DEFINED 6, 7, 8 5316 BRADY CORP. EQUITY 104674106 205 5,589 SH DEFINED 1 5,589 BRANDYWINE REALTY TRUST EQUITY 105368203 12094 574,011 SH DEFINED 1 574,011 BRANDYWINE RLTY TR EQUITY 105368203 316 14,978 SH DEFINED 6, 7, 8 14978

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BRAUN CONSULTING INC EQUITY 105651103 9 2,600 SH DEFINED 6, 7, 8 2600 BRAUN CONSULTING, INC. EQUITY 105651103 10 2,787 SH DEFINED 1 2,787 BRE PROPERTIES INC EQUITY 05564E106 463 14,952 SH DEFINED 6, 7, 8 14952 BRE PROPERTIES INC CL A EQUITY 05564E106 13304 429,700 SH Sole 3 365300 64400 BRE PROPERTIES, INC., CLASS A EQUITY 05564E106 484 15,639 SH DEFINED 1 15,639 BRIGGS & STRATTON CORP EQUITY 109043109 485 11,366 SH DEFINED 6, 7, 8 11366 BRIGGS & STRATTON CORP. EQUITY 109043109 303 7,094 SH DEFINED 1 7,094 BRIGHT HORIZON FAMILY COM EQUITY 109195107 42471 1,517,356 SH Sole 3 1510056 7300 BRIGHT HORIZON FAMILY SOL EQUITY 109195107 86 3,076 SH DEFINED 6, 7, 8 3076 BRIGHT HORIZONS FAM. SOLUTIONS EQUITY 109195107 91 3,262 SH DEFINED 1 3,262 BRIGHTPOINT INC EQUITY 109473108 55 17,493 SH DEFINED 6, 7, 8 17493 BRIGHTPOINT, INC. EQUITY 109473108 57 18,006 SH DEFINED 1 18,006 BRINKER INTERNATIONAL, INC. EQUITY 109641100 3578 120,217 SH DEFINED 1 120,217 BRINKER INTL INC EQUITY 109641100 4128 138,700 SH DEFINED 6, 7, 8 138700 BRIO SOFTWARE INC EQUITY 109704106 15 5,300 SH DEFINED 6, 7, 8 5300 BRIO TECHNOLOGY EQUITY 109704106 16 5,474 SH DEFINED 1 5,474 BRISTOL MYERS SQUIBB CO EQUITY 110122108 309 6,050 SH DEFINED 5 6050 BRISTOL MYERS SQUIBB CO EQUITY 110122108 49390 968,450 SH DEFINED 6, 7, 8 968450 BRISTOL MYERS SQUIBB CO EQUITY 110122108 8516 166,975 SH DEFINED 2 166975 BRISTOL MYERS SQUIBB CO. EQUITY 110122108 65989 1,293,908 SH DEFINED 1 1,293,908 BRITESMILE INC EQUITY 110415106 20 4,083 SH DEFINED 6, 7, 8 4083 BRITESMILE INC COM EQUITY 110415106 1976 395,200 SH Sole 3 395200 BRITESMILE, INC. EQUITY 110415106 22 4,334 SH DEFINED 1 4,334 BRITISH AMERICAN TOB PLC ADR ADR EQUITY 110448107 168 9,908 SH DEFINED 1 9,908 BRITISH AMERN TOB PLC EQUITY 110448107 168 9,908 SH DEFINED 6, 7, 8 9908 BROADCOM CORP EQUITY 111320107 34 820 SH DEFINED 5 820 BROADCOM CORP EQUITY 111320107 4702 114,730 SH DEFINED 6, 7, 8 114730 BROADCOM CORP EQUITY 111320107 14261 348,000 SH DEFINED 2 348000 BROADCOM CORP. EQUITY 111320107 5096 124,691 SH DEFINED 1 124,691 BROADVISION INC EQUITY 111412102 478 174,500 SH DEFINED 2 174500 BROADVISION INC. EQUITY 111412102 6 2,353 SH DEFINED 1 2,353 BROADWING COMMUNICATIONS INC EQUITY 11161P205 6175 9,500 SH DEFINED 2 9500 BROADWING INC EQUITY 111620100 2524 265,700 SH DEFINED 6, 7, 8 265700 BROADWING INC. EQUITY 111620100 2540 267,366 SH DEFINED 1 267,366 BROCADE COMMUNICATION EQUITY 111621108 358 10,820 SH DEFINED 1 10,820 BROCADE COMMUNICATIONS SY EQUITY 111621108 173 5,220 SH DEFINED 6, 7, 8 5220 BROCADE COMMUNICATIONS SYS INC EQUITY 111621108 15134 456,950 SH DEFINED 2 456950 BROOKLINE BANCORP INC EQUITY 113739106 63 3,816 SH DEFINED 6, 7, 8 3816 BROOKLINE BANCORP, INC. EQUITY 113739106 64 3,916 SH DEFINED 1 3,916 BROOKS AUTOMATION INC EQUITY 11434A100 228 5,617 SH DEFINED 6, 7, 8 5617 BROOKS AUTOMATION, INC. EQUITY 11434A100 241 5,920 SH DEFINED 1 5,920 BROWN & BROWN INC EQUITY 115236101 12246 448,562 SH DEFINED 1 448,562 BROWN & BROWN INC EQUITY 115236101 326 11,948 SH DEFINED 6, 7, 8 11948 BROWN FORMAN CORP EQUITY 115637209 13 210 SH DEFINED 5 210 BROWN FORMAN CORP EQUITY 115637209 1807 28,860 SH DEFINED 6, 7, 8 28860 BROWN FORMAN CORP EQUITY 115637209 4927 78,712 SH DEFINED 2 78712 BROWN SHOE COMANY, INC. EQUITY 115736100 90 5,520 SH DEFINED 1 5,520 BROWN SHOE INC NEW EQUITY 115736100 86 5,300 SH DEFINED 6, 7, 8 5300 BROWN TOM INC EQUITY 115660201 258 9,542 SH DEFINED 6, 7, 8 9542 BROWN, TOM INC. EQUITY 115660201 270 9,979 SH DEFINED 1 9,979

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BROWN-FORMAN CORP CLASS B EQUITY 115637209 1925 30,754 SH DEFINED 1 30,754 BRUCKER DALTRONICS INC EQUITY 116795105 226 13,837 SH DEFINED 1 13,837 BRUKER DALTONICS INC EQUITY 116795105 315 19,263 SH DEFINED 6, 7, 8 19263 BRUNSWICK CORP EQUITY 117043109 6 270 SH DEFINED 5 270 BRUNSWICK CORP EQUITY 117043109 806 37,050 SH DEFINED 6, 7, 8 37050 BRUNSWICK CORP. EQUITY 117043109 867 39,850 SH DEFINED 1 39,850 BRUSH ENGINEERED MATERIALS EQUITY 117421107 79 5,529 SH DEFINED 1 5,529 BRUSH ENGINEERED MATLS IN EQUITY 117421107 76 5,344 SH DEFINED 6, 7, 8 5344 BSB BANCORP EQUITY 055652101 67 2,824 SH DEFINED 6, 7, 8 2824 BSB BANCORP, INC. EQUITY 055652101 71 2,981 SH DEFINED 1 2,981 BSQUARE CORP EQUITY 11776U102 18 4,197 SH DEFINED 6, 7, 8 4197 BSQUARE CORP. EQUITY 11776U102 19 4,446 SH DEFINED 1 4,446 BT GROUP PLC EQUITY 05577E101 106 2,879 SH DEFINED 6, 7, 8 2879 BT GROUP PLC-SPON ADR EQUITY 05577E101 106 2,879 SH DEFINED 1 2,879 BUCA INC EQUITY 117769109 57 3,541 SH DEFINED 6, 7, 8 3541 BUCA, INC. EQUITY 117769109 63 3,857 SH DEFINED 1 3,857 BUCKEYE TECHNOLOGIES INC EQUITY 118255108 83 7,175 SH DEFINED 1 7,175 BUCKEYE TECHNOLOGIES INC EQUITY 118255108 79 6,913 SH DEFINED 6, 7, 8 6913 BUCKLE INC EQUITY 118440106 45 1,996 SH DEFINED 6, 7, 8 1996 BUCKLE, INC. EQUITY 118440106 47 2,097 SH DEFINED 1 2,097 BUILDING MATERIAL HOLDING CORP EQUITY 120113105 48 4,418 SH DEFINED 1 4,418 BUILDING MATLS HLDG CORP EQUITY 120113105 45 4,160 SH DEFINED 6, 7, 8 4160 BURLINGTON COAT FACTORY EQUITY 121579106 96 5,732 SH DEFINED 6, 7, 8 5732 BURLINGTON COAT FACTORY WHSE EQUITY 121579106 99 5,913 SH DEFINED 1 5,913 BURLINGTON NORTHERN SANTA FE EQUITY 12189T104 6930 242,905 SH DEFINED 1 242,905 BURLINGTON NORTHN SANTA F EQUITY 12189T104 35 1,210 SH DEFINED 5 1210 BURLINGTON NORTHN SANTA F EQUITY 12189T104 6670 233,800 SH DEFINED 6, 7, 8 233800 BURLINGTON RES INC EQUITY 122014103 24 630 SH DEFINED 5 630 BURLINGTON RES INC EQUITY 122014103 3189 84,940 SH DEFINED 6, 7, 8 84940 BURLINGTON RESOURCES, INC. EQUITY 122014103 3442 91,684 SH DEFINED 1 91,684 BURNHAM PAC PPTYS INC EQUITY 12232C108 30 7,340 SH DEFINED 6, 7, 8 7340 BURNHAM PACIFIC PROPERTIES EQUITY 12232C108 31 7,458 SH DEFINED 1 7,458 BUSH INDS INC EQUITY 123164105 28 2,611 SH DEFINED 6, 7, 8 2611 BUSH INDUSTRIES, INC. EQUITY 123164105 29 2,711 SH DEFINED 1 2,711 BUTLER MANUFACTURING CO. EQUITY 123655102 46 1,643 SH DEFINED 1 1,643 BUTLER MFG CO DEL EQUITY 123655102 46 1,643 SH DEFINED 6, 7, 8 1643 C & D TECHNOLOGIES, INC. EQUITY 124661109 181 7,929 SH DEFINED 1 7,929 C COR NET CORP EQUITY 125010108 149 10,246 SH DEFINED 6, 7, 8 10246 C D I CORP EQUITY 125071100 71 3,730 SH DEFINED 6, 7, 8 3730 C H ROBINSON WORLDWIDE IN EQUITY 12541W100 2970 102,700 SH DEFINED 6, 7, 8 102700 C&D TECHNOLOGIES INC EQUITY 124661109 173 7,585 SH DEFINED 6, 7, 8 7585 C. H. ROBINSON WORLDWIDE, INC. EQUITY 12541W100 2994 103,558 SH DEFINED 1 103,558 C. R. BARD, INC. EQUITY 067383109 1497 23,204 SH DEFINED 1 23,204 CABLE & WIRELESS PLC ADR EQUITY 126830207 11 720 SH DEFINED 2 720 CABLE DESIGN TECHNOLOGIES CORPCOM 126924109 193 14,077 SH DEFINED 6, 7, 8 14077 CABLE DESIGN TECHNOLOGIES CORP EQUITY 126924109 202 14,744 SH DEFINED 1 14,744 CABLEVISION SYS CORP EQUITY 12686C844 10 421 SH DEFINED 1 421 CABLEVISION SYS CORP EQUITY 12686C109 1312 27,650 SH DEFINED 6, 7, 8 27650 CABLEVISION SYS CORP EQUITY 12686C844 193 7,800 SH DEFINED 6, 7, 8 7800 CABOT CORP EQUITY 127055101 2717 76,100 SH DEFINED 6, 7, 8 76100

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CABOT CORP. EQUITY 127055101 2738 76,687 SH DEFINED 1 76,687 CABOT MICROELECTRONICS CO EQUITY 12709P103 2322 29,300 SH DEFINED 6, 7, 8 29300 CABOT MICROELECTRONICS CORP EQUITY 12709P103 2348 29,630 SH DEFINED 1 29,630 CABOT OIL & GAS CORP EQUITY 127097103 203 8,459 SH DEFINED 6, 7, 8 8459 CABOT OIL & GAS CORP., CLASS A EQUITY 127097103 216 8,963 SH DEFINED 1 8,963 CACHEFLOW INC EQUITY 126946102 18 6,741 SH DEFINED 1 6,741 CACHEFLOW INC EQUITY 126946102 17 6,329 SH DEFINED 6, 7, 8 6329 CACI INTERNATIONAL EQUITY 127190304 238 6,034 SH DEFINED 1 6,034 CACI INTL INC EQUITY 127190304 228 5,764 SH DEFINED 6, 7, 8 5764 CADBURY SCHWEPPES PLC EQUITY 127209302 202 7,858 SH DEFINED 6, 7, 8 7858 CADBURY SCHWEPPES PLC-ADR EQUITY 127209302 202 7,858 SH DEFINED 1 7,858 CADENCE DESIGN SYS INC COM EQUITY 127387108 9689 442,000 SH Sole 3 373900 68100 CADENCE DESIGN SYSTEM INC EQUITY 127387108 8086 368,900 SH DEFINED 6, 7, 8 368900 CADENCE DESIGN SYSTEMS, INC. EQUITY 127387108 7480 341,255 SH DEFINED 1 341,255 CADIZ INC EQUITY 127537108 78 9,724 SH DEFINED 6, 7, 8 9724 CADIZ INC. EQUITY 127537108 82 10,280 SH DEFINED 1 10,280 CAKTRONICS INC EQUITY 234264109 36 4,202 SH DEFINED 1 4,202 CAL DIVE INTERNATIONAL, INC. EQUITY 127914109 243 9,828 SH DEFINED 1 9,828 CAL DIVE INTL INC EQUITY 127914109 231 9,351 SH DEFINED 6, 7, 8 9351 CALGON CARBON CORP EQUITY 129603106 89 10,670 SH DEFINED 6, 7, 8 10670 CALGON CARBON CORP. EQUITY 129603106 92 10,993 SH DEFINED 1 10,993 CALIFORNIA PIZZA KITCHEN EQUITY 13054D109 106 4,292 SH DEFINED 6, 7, 8 4292 CALIFORNIA PIZZA KITCHEN INC EQUITY 13054D109 114 4,615 SH DEFINED 1 4,615 CALIFORNIA WATER SERVICE GROUP EQUITY 130788102 121 4,694 SH DEFINED 1 4,694 CALIFORNIA WTR SVC GROUP EQUITY 130788102 116 4,524 SH DEFINED 6, 7, 8 4524 CALIPER TECHNOLOGIES CORP EQUITY 130876105 102 6,506 SH DEFINED 1 6,506 CALIPER TECHNOLOGIES CORP EQUITY 130876105 96 6,120 SH DEFINED 6, 7, 8 6120 CALLAWAY GOLF CO EQUITY 131193104 1812 94,600 SH DEFINED 6, 7, 8 94600 CALLAWAY GOLF CO. EQUITY 131193104 1826 95,349 SH DEFINED 1 95,349 CALLON PETE CO DEL EQUITY 13123X102 23 3,421 SH DEFINED 6, 7, 8 3421 CALLON PETROLEUM CO. EQUITY 13123X102 26 3,809 SH DEFINED 1 3,809 CALPINE CORP EQUITY 131347106 16 950 SH DEFINED 5 950 CALPINE CORP EQUITY 131347106 2168 129,140 SH DEFINED 6, 7, 8 129140 CALPINE CORP. EQUITY 131347106 16304 971,055 SH DEFINED 1 971,055 CAMBREX CORP EQUITY 132011107 288 6,610 SH DEFINED 6, 7, 8 6610 CAMBREX CORP. EQUITY 132011107 300 6,887 SH DEFINED 1 6,887 CAMDEN POPERTY TRUST EQUITY 133131102 443 12,072 SH DEFINED 1 12,072 CAMDEN PPTY TR EQUITY 133131102 423 11,514 SH DEFINED 6, 7, 8 11514 CAMDEN PPTY TR SH BEN INT EQUITY 133131102 22446 611,600 SH Sole 3 535100 76500 CAMINUS CORP EQUITY 133766105 63 2,757 SH DEFINED 6, 7, 8 2757 CAMINUS CORP COM EQUITY 133766105 10564 459,300 SH Sole 3 459300 CAMINUS CORP. EQUITY 133766105 66 2,873 SH DEFINED 1 2,873 CAMPBELL SOUP CO EQUITY 134429109 38 1,280 SH DEFINED 5 1280 CAMPBELL SOUP CO EQUITY 134429109 6859 229,630 SH DEFINED 6, 7, 8 229630 CAMPBELL SOUP CO. EQUITY 134429109 7153 239,464 SH DEFINED 1 239,464 CANADIAN NATL RY CO EQUITY 136375102 927 19,200 SH DEFINED 6, 7, 8 19200 CANON INC EQUITY 138006309 351 10,000 SH DEFINED 6, 7, 8 10000 CANON INC - ADR EQUITY 138006309 351 10,000 SH DEFINED 1 10,000 CAPITAL AUTOMOTIVE REIT EQUITY 139733109 125 6,281 SH DEFINED 1 6,281 CAPITAL AUTOMOTIVE REIT EQUITY 139733109 118 5,954 SH DEFINED 6, 7, 8 5954

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CAPITAL CITY BANK GROUP, INC. EQUITY 139674105 55 2,290 SH DEFINED 1 2,290 CAPITAL CITY BK GROUP INC EQUITY 139674105 52 2,132 SH DEFINED 6, 7, 8 2132 CAPITAL ONE FINANCIAL CORP. EQUITY 14040H105 20416 378,425 SH DEFINED 1 378,425 CAPITAL ONE FINL CORP EQUITY 14040H105 36 670 SH DEFINED 5 670 CAPITAL ONE FINL CORP EQUITY 14040H105 4902 90,870 SH DEFINED 6, 7, 8 90870 CAPITAL ONE FINL CORP COM EQUITY 14040H105 13415 248,660 SH Sole 3 213000 35660 CAPITOL FED FINL EQUITY 14057C106 190 9,100 SH DEFINED 6, 7, 8 9100 CAPITOL FEDERAL FINANCIAL EQUITY 14057C106 197 9,447 SH DEFINED 1 9,447 CAPITOL TRANSAMERICA CORP EQUITY 140640103 48 2,937 SH DEFINED 6, 7, 8 2937 CAPITOL TRANSAMERICA CORP. EQUITY 140640103 48 2,937 SH DEFINED 1 2,937 CAPSTEAD MORTGAGE CORP. EQUITY 14067E506 70 2,997 SH DEFINED 1 2,997 CAPSTEAD MTG CORP EQUITY 14067E506 66 2,812 SH DEFINED 6, 7, 8 2812 CAPSTONE TURBINE COR EQUITY 14067D102 3 603 SH DEFINED 1 603 CAPSTONE TURBINE CORP EQUITY 14067D102 115 21,320 SH DEFINED 6, 7, 8 21320 CARAUSTAR INDS INC EQUITY 140909102 58 8,331 SH DEFINED 6, 7, 8 8331 CARAUSTAR INDUSTRIES, INC. EQUITY 140909102 61 8,784 SH DEFINED 1 8,784 CARBO CERAMICS INC EQUITY 140781105 85 2,160 SH DEFINED 1 2,160 CARBO CERAMICS INC EQUITY 140781105 80 2,050 SH DEFINED 6, 7, 8 2050 CARDINAL HEALTH INC EQUITY 14149Y108 13110 202,757 SH DEFINED 1 202,757 CARDINAL HEALTH INC EQUITY 14149Y108 91 1,410 SH DEFINED 5 1410 CARDINAL HEALTH INC EQUITY 14149Y108 12327 190,650 SH DEFINED 6, 7, 8 190650 CARDIODYNAMICS INTERNATIONAL EQUITY 141597104 57 8,682 SH DEFINED 1 8,682 CARDIODYNAMICS INTL CORP EQUITY 141597104 55 8,355 SH DEFINED 6, 7, 8 8355 CARECENTRIC INC. EQUITY 14166Y106 650 SH DEFINED 1 650 CAREER ED CORP EQUITY 141665109 4460 130,100 SH DEFINED 2 130100 CAREER EDUCATION CORP EQUITY 141665109 431 12,578 SH DEFINED 1 12,578 CAREER EDUCATION CORP EQUITY 141665109 409 11,932 SH DEFINED 6, 7, 8 11932 CAREMARK RX INC EQUITY 141705103 6704 411,053 SH DEFINED 1 411,053 CAREMARK RX INC EQUITY 141705103 2950 180,900 SH DEFINED 2 180900 CARLISLE COS INC EQUITY 142339100 1712 46,290 SH DEFINED 6, 7, 8 46290 CARLISLE COS INC. EQUITY 142339100 1726 46,686 SH DEFINED 1 46,686 CARNIVAL CORP EQUITY 143658102 51 1,830 SH DEFINED 5 1830 CARNIVAL CORP EQUITY 143658102 8687 309,360 SH DEFINED 6, 7, 8 309360 CARNIVAL CORP. CLASS A EQUITY 143658102 9074 323,161 SH DEFINED 1 323,161 CARPENTER TECHNOLOGY CORP EQUITY 144285103 885 33,237 SH DEFINED 6, 7, 8 33237 CARPENTER TECHNOLOGY CORP. EQUITY 144285103 892 33,516 SH DEFINED 1 33,516 CARRAMERICA REALTY C EQUITY 144418100 15 484 SH DEFINED 1 484 CARRAMERICA REALTY CORPORATION EQUITY 144418100 20068 666,700 SH Sole 3 568700 98000 CARREKER CORP EQUITY 144433109 30 5,073 SH DEFINED 1 5,073 CARREKER CORP EQUITY 144433109 29 4,842 SH DEFINED 6, 7, 8 4842 CARRIER ACCESS CORP EQUITY 144460102 9 3,066 SH DEFINED 6, 7, 8 3066 CARRIER ACCESS CORP. EQUITY 144460102 9 3,167 SH DEFINED 1 3,167 CASCADE NAT GAS CORP EQUITY 147339105 78 3,552 SH DEFINED 6, 7, 8 3552 CASCADE NAT GAS CORP COM EQUITY 147339105 82 3,711 SH DEFINED 1 3,711 CASELLA WASTE SYS INC EQUITY 147448104 85 5,757 SH DEFINED 6, 7, 8 5757 CASELLA WASTE SYSTEMS, INC. EQUITY 147448104 89 6,039 SH DEFINED 1 6,039 CASEYS GEN STORES INC EQUITY 147528103 189 12,704 SH DEFINED 6, 7, 8 12704 CASEYS GENERAL STORES, INC. EQUITY 147528103 198 13,268 SH DEFINED 1 13,268 CASH AMER INTL INC EQUITY 14754D100 61 7,147 SH DEFINED 6, 7, 8 7147 CASH AMERICA INTERNATIONAL EQUITY 14754D100 63 7,389 SH DEFINED 1 7,389

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CASTLE A M & CO EQUITY 148411101 17 2,063 SH DEFINED 6, 7, 8 2063 CASTLE A. M. & CO. EQUITY 148411101 17 2,063 SH DEFINED 1 2,063 CATALINA MARKETING CORP EQUITY 148867104 2596 74,805 SH DEFINED 6, 7, 8 74805 CATALINA MARKETING CORP. EQUITY 148867104 2340 67,423 SH DEFINED 1 67,423 CATALYTICA ENERGY SYS INC EQUITY 148884109 24 5,222 SH DEFINED 6, 7, 8 5222 CATALYTICA ENERGY SYSTEMS EQUITY 148884109 25 5,428 SH DEFINED 1 5,428 CATAPULT COMM CORP EQUITY 149016107 35 1,340 SH DEFINED 1 1,340 CATAPULT COMMUNICATIONS C EQUITY 149016107 35 1,340 SH DEFINED 6, 7, 8 1340 CATELLUS DEVELOPMENT EQUITY 149111106 14 748 SH DEFINED 1 748 CATELLUS DEVELOPMENT CORP EQUITY 149111106 7908 429,800 SH Sole 3 360700 69100 Caterpillar EQUITY 149123101 784 15,000 SH DEFINED 4 15,000 CATERPILLAR INC EQUITY 149123101 5917 113,237 SH DEFINED 2 113237 CATERPILLAR INC DEL EQUITY 149123101 56 1,070 SH DEFINED 5 1070 CATERPILLAR INC DEL EQUITY 149123101 7582 145,110 SH DEFINED 6, 7, 8 145110 CATERPILLAR, INC. EQUITY 149123101 8004 153,186 SH DEFINED 1 153,186 CATHAY BANCORP INC EQUITY 149150104 156 2,434 SH DEFINED 6, 7, 8 2434 CATHAY BANCORP INC. EQUITY 149150104 164 2,555 SH DEFINED 1 2,555 CATO CORP NEW EQUITY 149205106 77 4,050 SH DEFINED 6, 7, 8 4050 CATO CORP. CLASS A EQUITY 149205106 81 4,284 SH DEFINED 1 4,284 CBL & ASSOC PPTYS INC EQUITY 124830100 516 16,388 SH DEFINED 6, 7, 8 16388 CBL & ASSOC PPTYS INC COM EQUITY 124830100 15665 497,300 SH Sole 3 422800 74500 CBL & ASSOCIATES PROPERTIES EQUITY 124830100 216 6,857 SH DEFINED 1 6,857 CBRL GROUP INC EQUITY 12489V106 2490 84,594 SH DEFINED 6, 7, 8 84594 CBRL GROUP, INC. EQUITY 12489V106 2514 85,395 SH DEFINED 1 85,395 CCBT FINANCIAL COMPANIES INC EQUITY 12500Q102 63 2,659 SH DEFINED 1 2,659 CCBT FINL COS INC EQUITY 12500Q102 60 2,534 SH DEFINED 6, 7, 8 2534 CCC INFORMATION SERVICES EQUITY 12487Q109 761 123,062 SH DEFINED 1 123,062 CCC INFORMATION SVCS GROU EQUITY 12487Q109 18 2,862 SH DEFINED 6, 7, 8 2862 C-COR ELECTRONICS, INC. EQUITY 125010108 156 10,704 SH DEFINED 1 10,704 CDI CORP. EQUITY 125071100 73 3,839 SH DEFINED 1 3,839 CDW COMPUTER CENTERS, INC. EQUITY 125129106 5902 109,882 SH DEFINED 1 109,882 CDW COMPUTER CTRS INC EQUITY 125129106 5870 109,290 SH DEFINED 6, 7, 8 109290 CEC ENTERTAINMENT, INC. EQUITY 125137109 365 8,408 SH DEFINED 1 8,408 CEC ENTMT INC EQUITY 125137109 492 11,333 SH DEFINED 6, 7, 8 11333 CELERA GENOMICS GROU EQUITY 038020202 14 510 SH DEFINED 1 510 CELERITEK INC EQUITY 150926103 49 3,650 SH DEFINED 6, 7, 8 3650 CELERITEK, INC. EQUITY 150926103 52 3,853 SH DEFINED 1 3,853 CELGENE CORP EQUITY 151020104 34 1,070 SH DEFINED 1 1,070 CELGENE CORP EQUITY 151020104 8816 276,200 SH DEFINED 2 276200 CELL GENESYS INC EQUITY 150921104 258 11,098 SH DEFINED 6, 7, 8 11098 CELL GENESYS, INC. EQUITY 150921104 268 11,542 SH DEFINED 1 11,542 CELL PATHWAYS INC NEW EQUITY 15114R101 54 7,766 SH DEFINED 6, 7, 8 7766 CELL PATHWAYS, INC EQUITY 15114R101 56 7,983 SH DEFINED 1 7,983 CELL THERAPEUTICS INC EQUITY 150934107 234 9,681 SH DEFINED 6, 7, 8 9681 CELL THERAPEUTICS INC EQUITY 150934107 3621 150,000 SH DEFINED 2 150000 CELL THERAPEUTICS, INC. EQUITY 150934107 246 10,187 SH DEFINED 1 10,187 CENDANT CORP EQUITY 151313103 60 3,070 SH DEFINED 5 3070 CENDANT CORP EQUITY 151313103 9846 502,090 SH DEFINED 6, 7, 8 502090 CENDANT CORP EQUITY 151313103 7065 360,300 SH DEFINED 2 360300 CENDANT CORP. EQUITY 151313103 10299 525,193 SH DEFINED 1 525,193

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CENTENE CORP DEL EQUITY 15135B101 3732 170,000 SH DEFINED 2 170000 CENTENE CORP. EQUITY 15135B101 1912 87,100 SH Sole 3 87100 CENTENNIAL BANCORP EQUITY 15133T104 48 6,472 SH DEFINED 1 6,472 CENTENNIAL BANCORP EQUITY 15133T104 45 6,089 SH DEFINED 6, 7, 8 6089 CENTENNIAL CELLULAR CORP. EQUITY 15133V208 26 2,528 SH DEFINED 1 2,528 CENTENNIAL COMMUNCTNS COR EQUITY 15133V208 24 2,341 SH DEFINED 6, 7, 8 2341 CENTERPOINT PPTYS TR EQUITY 151895109 323 6,490 SH DEFINED 6, 7, 8 6490 CENTERPOINT PPTYS TRUST EQUITY 151895109 7475 150,100 SH Sole 3 128000 22100 CENTERPOINT PROPERTIES CORP. EQUITY 151895109 339 6,814 SH DEFINED 1 6,814 CENTEX CONSTRUCTION PRODU EQUITY 15231R109 67 2,101 SH DEFINED 6, 7, 8 2101 CENTEX CONSTRUCTION PRODUCTION EQUITY 15231R109 71 2,215 SH DEFINED 1 2,215 CENTEX CORP EQUITY 152312104 11 190 SH DEFINED 5 190 CENTEX CORP EQUITY 152312104 2209 38,690 SH DEFINED 6, 7, 8 38690 CENTEX CORP COM EQUITY 152312104 46032 806,300 SH Sole 3 771400 34900 CENTEX CORP. EQUITY 152312104 2317 40,593 SH DEFINED 1 40,593 CENTILLIUM COMMUNICATIONS EQUITY 152319109 60 7,661 SH DEFINED 1 7,661 CENTILLIUM COMMUNICATIONS EQUITY 152319109 159 20,196 SH DEFINED 6, 7, 8 20196 CENTRA SOFTWARE INC EQUITY 15234X103 52 6,461 SH DEFINED 1 6,461 CENTRA SOFTWARE INC EQUITY 15234X103 49 6,171 SH DEFINED 6, 7, 8 6171 CENTRAL COAST BANCORP EQUITY 153145107 37 1,669 SH DEFINED 1 1,669 CENTRAL COAST BANCORP EQUITY 153145107 37 1,669 SH DEFINED 6, 7, 8 1669 CENTRAL PARKING CORP. EQUITY 154785109 111 5,661 SH DEFINED 1 5,661 CENTRAL PKG CORP EQUITY 154785109 107 5,447 SH DEFINED 6, 7, 8 5447 CENTRAL VT PUB SVC CORP EQUITY 155771108 62 3,709 SH DEFINED 6, 7, 8 3709 CENTRAL VT PUB SVC CORP COM EQUITY 155771108 66 3,977 SH DEFINED 1 3,977 CENTURY ALUM CO EQUITY 156431108 49 3,647 SH DEFINED 6, 7, 8 3647 CENTURY ALUMINUM CO. EQUITY 156431108 53 3,956 SH DEFINED 1 3,956 CENTURY BUSINESS SERVICES EQUITY 156490104 60 26,080 SH DEFINED 1 26,080 CENTURY BUSINESS SVCS INC EQUITY 156490104 57 24,969 SH DEFINED 6, 7, 8 24969 CENTURYTEL INC EQUITY 156700106 14 440 SH DEFINED 5 440 CENTURYTEL INC EQUITY 156700106 1957 59,660 SH DEFINED 6, 7, 8 59660 CENTURYTEL, INC. EQUITY 156700106 2103 64,120 SH DEFINED 1 64,120 CEPHALON INC EQUITY 156708109 123 1,621 SH DEFINED 1 1,621 CEPHALON INC EQUITY 156708109 79 1,040 SH DEFINED 6, 7, 8 1040 CEPHALON INC EQUITY 156708109 23258 307,700 SH DEFINED 2 307700 CERIDIAN CORP EQUITY 156779100 3872 206,532 SH DEFINED 1 206,532 CERIDIAN CORP NEW EQUITY 156779100 3853 205,470 SH DEFINED 6, 7, 8 205470 CERNER CORP EQUITY 156782104 17 349 SH DEFINED 1 349 CERNER CORP EQUITY 156782104 3500 701,100 SH DEFINED 2 701100 CERTEGY INC EQUITY 156880106 2887 84,376 SH DEFINED 1 84,376 CERTEGY INC EQUITY 156880106 2857 83,500 SH DEFINED 6, 7, 8 83500 CERTEGY INC COM EQUITY 156880106 55460 1,620,703 SH Sole 3 1565863 54840 CERUS CORP EQUITY 157085101 150 3,271 SH DEFINED 6, 7, 8 3271 CERUS CORP. EQUITY 157085101 158 3,463 SH DEFINED 1 3,463 CFS BANCORP INC EQUITY 12525D102 74 5,172 SH DEFINED 6, 7, 8 5172 CFS BANCORP, INC. EQUITY 12525D102 79 5,511 SH DEFINED 1 5,511 CH ENERGY GROUP INC EQUITY 12541M102 232 5,340 SH DEFINED 6, 7, 8 5340 CH ENERGY GROUP INC. EQUITY 12541M102 242 5,564 SH DEFINED 1 5,564 CHAMPION ENTERPRISES INC EQUITY 158496109 190 15,414 SH DEFINED 6, 7, 8 15414 CHAMPION ENTERPRISES INC EQUITY 158496109 648 52,600 SH DEFINED 2 52600

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CHAMPION ENTERPRISES, INC. EQUITY 158496109 197 16,028 SH DEFINED 1 16,028 Champion International CORPBOND 158525AV7 4724 5,000,000 PRN DEFINED 4 5,000,000 CHAMPIONSHIP AUTO RACING EQUITY 158711101 64 3,964 SH DEFINED 6, 7, 8 3964 CHAMPIONSHIP AUTO RACING TEAMS EQUITY 158711101 68 4,207 SH DEFINED 1 4,207 CHARLES RIV LABORATORIES INTL EQUITY 159864107 6097 182,100 SH DEFINED 2 182100 CHARLES RIV LABS INTL INC EQUITY 159864107 884 26,402 SH DEFINED 6, 7, 8 26402 CHARLES RIVER LABORATORIES EQUITY 159864107 424 12,670 SH DEFINED 1 12,670 CHARLES SCHWAB CORP. EQUITY 808513105 9447 610,673 SH DEFINED 1 610,673 CHARLOTTE RUSSE HLDG INC EQUITY 161048103 111 5,962 SH DEFINED 6, 7, 8 5962 CHARLOTTE RUSSE HOLDING INC EQUITY 161048103 115 6,178 SH DEFINED 1 6,178 CHARMING SHOPPES INC EQUITY 161133103 166 31,182 SH DEFINED 6, 7, 8 31182 CHARMING SHOPPES, INC. EQUITY 161133103 172 32,451 SH DEFINED 1 32,451 CHARTER COMMUNICATIONS IN EQUITY 16117M107 113 6,850 SH DEFINED 6, 7, 8 6850 CHARTER COMMUNICATIONS INC CLASS A EQUITY 16117M107 128 7,795 SH DEFINED 1 7,795 CHARTER COMMUNICATIONS INC DEL EQUITY 16117M107 2506 152,500 SH DEFINED 2 152500 CHARTER MUN MTG ACCEP CO EQUITY 160908109 162 9,988 SH DEFINED 6, 7, 8 9988 CHARTER MUNICIPAL MORTGAGE ACC EQUITY 160908109 170 10,478 SH DEFINED 1 10,478 CHARTER ONE FINANCIAL INC. EQUITY 160903100 2772 102,110 SH DEFINED 1 102,110 CHARTER ONE FIN'L EQUITY 160903100 39546 1,456,573 SH Sole 3 1357174 99399 CHARTER ONE FINL INC EQUITY 160903100 19 700 SH DEFINED 5 700 CHARTER ONE FINL INC EQUITY 160903100 2581 95,071 SH DEFINED 6, 7, 8 95071 CHATEAU CMNTYS INC EQUITY 161726104 184 6,168 SH DEFINED 6, 7, 8 6168 CHATEAU COMMUNITIES INC COM EQUITY 161726104 3785 126,600 SH Sole 3 126600 CHATEAU COMMUNITIES, INC. EQUITY 161726104 193 6,459 SH DEFINED 1 6,459 CHECK POINT SOFTWARE EQUITY M22465104 12900 323,400 SH DEFINED 2 323400 CHECK POINT SOFTWARE ORD EQUITY M22465104 12238 306,800 SH Sole 3 264200 42600 CHECK POINT SOFTWARE TECH EQUITY M22465104 476 11,945 SH DEFINED 1 11,945 CHECK POINT SOFTWARE TECH EQUITY M22465104 213 5,330 SH DEFINED 6, 7, 8 5330 CHECKFREE CORP COM EQUITY 162813109 13922 773,444 SH Sole 3 758044 15400 CHECKFREE CORP NEW EQUITY 162813109 1688 93,800 SH DEFINED 6, 7, 8 93800 CHECKFREE HOLDINGS CORP. EQUITY 162813109 1701 94,508 SH DEFINED 1 94,508 CHECKPOINT SYS INC EQUITY 162825103 126 9,409 SH DEFINED 6, 7, 8 9409 CHECKPOINT SYSTEMS, INC. EQUITY 162825103 132 9,827 SH DEFINED 1 9,827 CHEESECAKE FACTORY EQUITY 163072101 398 11,435 SH DEFINED 1 11,435 CHEESECAKE FACTORY INC EQUITY 163072101 380 10,919 SH DEFINED 6, 7, 8 10919 CHEESECAKE FACTORY INC COM EQUITY 163072101 29530 849,283 SH Sole 3 834034 15249 CHELSEA PPTY GROUP INC EQUITY 163421100 203 4,126 SH DEFINED 6, 7, 8 4126 CHELSEA PPTY GROUP INC COM EQUITY 163421100 4345 88,500 SH Sole 3 75700 12800 CHELSEA PROPERTY GROUP INC. EQUITY 163421100 214 4,356 SH DEFINED 1 4,356 CHEMED CORP EQUITY 163596109 96 2,840 SH DEFINED 6, 7, 8 2840 CHEMED CORP. EQUITY 163596109 100 2,948 SH DEFINED 1 2,948 CHEMFIRST INC EQUITY 16361A106 83 3,480 SH DEFINED 6, 7, 8 3480 CHEMFIRST, INC. EQUITY 16361A106 87 3,639 SH DEFINED 1 3,639 CHEMICAL FINANCIAL CORP. EQUITY 163731102 227 7,518 SH DEFINED 1 7,518 CHEMICAL FINL CORP EQUITY 163731102 218 7,230 SH DEFINED 6, 7, 8 7230 CHESAPEAKE CORP EQUITY 165159104 135 4,866 SH DEFINED 6, 7, 8 4866 CHESAPEAKE CORP. EQUITY 165159104 143 5,127 SH DEFINED 1 5,127 CHESAPEAKE ENERGY CORP EQUITY 165167107 417 63,133 SH DEFINED 6, 7, 8 63133 CHESAPEAKE ENERGY CORP. EQUITY 165167107 280 42,315 SH DEFINED 1 42,315 CHEVRONTEXACO CORP EQUITY 166764100 42673 476,203 SH DEFINED 1 476,203

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ChevronTexaco Corp EQUITY 166764100 2549 28,450 SH DEFINED 4 28,450 CHEVRONTEXACO CORP EQUITY 166764100 298 3,331 SH DEFINED 5 3331 CHEVRONTEXACO CORP EQUITY 166764100 40422 451,091 SH DEFINED 6, 7, 8 451091 CHEVRONTEXACO CORP EQUITY 166764100 23030 257,000 SH DEFINED 2 257000 CHEVRONTEXACO CORPORATION EQUITY 166764100 178 1,987 SH DEFINED 2 1987 CHICOS FAS INC EQUITY 168615102 253 6,373 SH DEFINED 6, 7, 8 6373 CHICOS'S FAS INC. EQUITY 168615102 266 6,701 SH DEFINED 1 6,701 CHILDRENS PL RETAIL STORE EQUITY 168905107 83 3,051 SH DEFINED 6, 7, 8 3051 CHILDREN'S PLACE, INC. EQUITY 168905107 89 3,270 SH DEFINED 1 3,270 CHILES OFFSHORE INC EQUITY 16888M104 53 2,651 SH DEFINED 1 2,651 CHILES OFFSHORE INC EQUITY 16888M104 49 2,449 SH DEFINED 6, 7, 8 2449 CHINA MOBILE HK LTD - SPON ADR EQUITY 16941M109 2028 116,000 SH DEFINED 1 116,000 CHIPPAC INC EQUITY 169657103 73 9,860 SH DEFINED 1 9,860 CHIPPAC INC EQUITY 169657103 68 9,197 SH DEFINED 6, 7, 8 9197 CHIRON CORP EQUITY 170040109 26 590 SH DEFINED 5 590 CHIRON CORP EQUITY 170040109 3768 85,940 SH DEFINED 6, 7, 8 85940 CHIRON CORP. EQUITY 170040109 4015 91,594 SH DEFINED 1 91,594 CHITTENDEN CORP EQUITY 170228100 253 9,172 SH DEFINED 6, 7, 8 9172 CHITTENDEN CORP. EQUITY 170228100 264 9,563 SH DEFINED 1 9,563 CHOICE HOTELS INTL INC EQUITY 169905106 228 10,289 SH DEFINED 6, 7, 8 10289 CHOICE HOTELS INTL INC. EQUITY 169905106 238 10,734 SH DEFINED 1 10,734 CHOICE ONE COMMUNICATION EQUITY 17038P104 11 3,167 SH DEFINED 6, 7, 8 3167 CHOICE ONE COMMUNICATIONS INC. EQUITY 17038P104 11 3,258 SH DEFINED 1 3,258 CHOICEPOINT INC EQUITY 170388102 3868 76,300 SH DEFINED 6, 7, 8 76300 CHOICEPOINT INC COM EQUITY 170388102 18262 360,275 SH Sole 3 354175 6100 CHOICEPOINT INC. EQUITY 170388102 3908 77,103 SH DEFINED 1 77,103 CHOLESTECH CORP EQUITY 170393102 7331 476,000 SH DEFINED 2 476000 CHORDIANT SOFTWARE INC EQUITY 170404107 68 8,584 SH DEFINED 1 8,584 CHORDIANT SOFTWARE INC EQUITY 170404107 65 8,265 SH DEFINED 6, 7, 8 8265 CHRISTOPHER & BANKS CORP EQUITY 171046105 216 6,320 SH DEFINED 6, 7, 8 6320 CHRISTOPHER & BANKS CORPORATIO EQUITY 171046105 229 6,698 SH DEFINED 1 6,698 CHRYSLER CORP CORPBOND 171196AP3 4776 5,000,000 PRN DEFINED 2 5000000 CHUBB CORP EQUITY 171232101 37 530 SH DEFINED 5 530 CHUBB CORP EQUITY 171232101 7317 106,041 SH DEFINED 6, 7, 8 106041 CHUBB CORP. EQUITY 171232101 9119 132,153 SH DEFINED 1 132,153 CHURCH & DWIGHT CO., INC. EQUITY 171340102 1572 59,033 SH DEFINED 1 59,033 CHURCH & DWIGHT INC EQUITY 171340102 1560 58,572 SH DEFINED 6, 7, 8 58572 CHURCHILL DOWNS INC EQUITY 171484108 32 873 SH DEFINED 6, 7, 8 873 CHURCHILL DOWNS, INC. EQUITY 171484108 35 959 SH DEFINED 1 959 CIA PARANAENSE ENER-SP ADR EQUITY 20441B407 384 48,900 SH DEFINED 1 48,900 CIA TELECOM CHILE-SPONS ADR EQUITY 204449300 762 56,600 SH DEFINED 1 56,600 CIA VALE DO RIO DOCE - SP ADR EQUITY 204412100 283 12,000 SH DEFINED 1 12,000 CIBER INC EQUITY 17163B102 146 15,418 SH DEFINED 6, 7, 8 15418 CIBER, INC. EQUITY 17163B102 153 16,147 SH DEFINED 1 16,147 CIENA CORP EQUITY 171779101 15 1,020 SH DEFINED 5 1020 CIENA CORP EQUITY 171779101 2104 147,060 SH DEFINED 6, 7, 8 147060 CIENA CORP. EQUITY 171779101 2214 154,751 SH DEFINED 1 154,751 CIGNA CORP EQUITY 125509109 42 450 SH DEFINED 5 450 CIGNA CORP EQUITY 125509109 12707 137,152 SH DEFINED 6, 7, 8 137152 CIGNA CORP. EQUITY 125509109 11521 124,354 SH DEFINED 1 124,354

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CIMA LABS EQUITY 171796105 160 4,429 SH DEFINED 1 4,429 CIMA LABS INC EQUITY 171796105 153 4,224 SH DEFINED 6, 7, 8 4224 CINCINNATI FINANCIAL CORP. EQUITY 172062101 2791 73,167 SH DEFINED 1 73,167 CINCINNATI FINL CORP EQUITY 172062101 19 510 SH DEFINED 5 510 CINCINNATI FINL CORP EQUITY 172062101 2604 68,260 SH DEFINED 6, 7, 8 68260 CINERGY CORP EQUITY 172474108 17 500 SH DEFINED 5 500 CINERGY CORP EQUITY 172474108 2247 67,230 SH DEFINED 6, 7, 8 67230 CINERGY CORP. EQUITY 172474108 2416 72,262 SH DEFINED 1 72,262 CINTAS CORP EQUITY 172908105 26 530 SH DEFINED 5 530 CINTAS CORP EQUITY 172908105 3692 76,300 SH DEFINED 6, 7, 8 76300 CINTAS CORP. EQUITY 172908105 3934 81,956 SH DEFINED 1 81,956 CIPHERGEN BIOSYSTEMS INC EQUITY 17252Y104 38 4,734 SH DEFINED 1 4,734 CIPHERGEN BIOSYSTEMS INC EQUITY 17252Y104 38 4,734 SH DEFINED 6, 7, 8 4734 CIRCOR INTERNATIONAL, INC. EQUITY 17273K109 54 2,923 SH DEFINED 1 2,923 CIRCOR INTL INC EQUITY 17273K109 51 2,756 SH DEFINED 6, 7, 8 2756 CIRCUIT CITY STORE INC EQUITY 172737108 17 650 SH DEFINED 5 650 CIRCUIT CITY STORE INC EQUITY 172737306 265 11,662 SH DEFINED 6, 7, 8 11662 CIRCUIT CITY STORE INC EQUITY 172737108 2286 88,110 SH DEFINED 6, 7, 8 88110 CIRCUIT CITY STORES, INC. EQUITY 172737108 2453 94,535 SH DEFINED 1 94,535 CIRCUIT CITY STORES, INC. CARMAX EQUITY 172737306 276 12,140 SH DEFINED 1 12,140 CIRRUS LOGIC INC EQUITY 172755100 2145 162,250 SH DEFINED 6, 7, 8 162250 CIRRUS LOGIC, INC. EQUITY 172755100 2155 163,037 SH DEFINED 1 163,037 CISCO SYS INC EQUITY 17275R102 60 3,290 SH DEFINED 2 3290 CISCO SYS INC EQUITY 17275R102 415 22,920 SH DEFINED 5 22920 CISCO SYS INC EQUITY 17275R102 63138 3,486,370 SH DEFINED 6, 7, 8 3486370 CISCO SYS INC EQUITY 17275R102 24424 1,348,668 SH DEFINED 2 1348668 Cisco Systems EQUITY 17275R102 1168 64,500 SH DEFINED 4 64,500 CISCO SYSTEMS, INC. EQUITY 17275R102 85473 4,719,663 SH DEFINED 1 4,719,663 CIT Capital Trust I CORPBOND 125563AC0 4960 5,000,000 PRN DEFINED 4 5,000,000 CITIGOUP INC EQUITY 172967101 185891 3,682,468 SH DEFINED 1 3,682,468 CITIGROUP INC EQUITY 1726967101 1202 23,807 SH DEFINED 2 23807 CITIGROUP INC EQUITY 172967101 812 16,080 SH DEFINED 5 16080 CITIGROUP INC EQUITY 172967101 126767 2,511,229 SH DEFINED 6, 7, 8 2511229 CITIGROUP INC EQUITY 172967101 58226 1,153,442 SH DEFINED 2 1153442 CITIZENS BANKING CORP. EQUITY 174420109 509 15,483 SH DEFINED 1 15,483 CITIZENS BKG CORP MICH EQUITY 174420109 489 14,869 SH DEFINED 6, 7, 8 14869 CITIZENS COMMUNICATIONS C EQUITY 17453B101 9 880 SH DEFINED 5 880 CITIZENS COMMUNICATIONS C EQUITY 17453B101 1262 118,400 SH DEFINED 6, 7, 8 118400 CITIZENS COMMUNICATIONS INC EQUITY 17453B101 1365 128,038 SH DEFINED 1 128,038 CITIZENS INC EQUITY 174740100 78 6,174 SH DEFINED 1 6,174 CITIZENS INC EQUITY 174740100 71 5,650 SH DEFINED 6, 7, 8 5650 CITRIX SYS INC EQUITY 177376100 13 590 SH DEFINED 5 590 CITRIX SYS INC EQUITY 177376100 1913 84,400 SH DEFINED 6, 7, 8 84400 Citrix Systems Inc EQUITY 177376100 453 20,000 SH DEFINED 4 20,000 CITRIX SYSTEMS, INC. EQUITY 177376100 2069 91,326 SH DEFINED 1 91,326 CITY BK LYNNWOOD WASH EQUITY 17770A109 66 2,765 SH DEFINED 6, 7, 8 2765 CITY HLDG CO EQUITY 177835105 65 5,428 SH DEFINED 6, 7, 8 5428 CITY HOLDING CO. EQUITY 177835105 69 5,739 SH DEFINED 1 5,739 CITY NATIONAL CORP. EQUITY 178566105 2750 58,699 SH DEFINED 1 58,699 CITY NATL CORP EQUITY 178566105 4250 90,725 SH DEFINED 6, 7, 8 90725

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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ COUSINS PPTYS INC EQUITY 222795106 250 10,262 SH DEFINED 6, 7, 8 10262 COUSINS PPTYS INC COM EQUITY 222795106 12899 529,500 SH Sole 3 450700 78800 COUSINS PROPERTIES, INC. EQUITY 222795106 265 10,880 SH DEFINED 1 10,880 COVANCE INC EQUITY 222816100 2034 89,595 SH DEFINED 6, 7, 8 89595 COVANCE INC. EQUITY 222816100 2052 90,384 SH DEFINED 1 90,384 COVANSYS CORP EQUITY 22281W103 47 5,281 SH DEFINED 6, 7, 8 5281 COVANSYS CORP. EQUITY 22281W103 49 5,483 SH DEFINED 1 5,483 COVANTA ENERGY CORP EQUITY 22281N103 341 75,490 SH DEFINED 6, 7, 8 75490 COVANTA ENERGY CORP. EQUITY 22281N103 344 76,209 SH DEFINED 1 76,209 COVENANT TRANS INC EQUITY 22284P105 36 2,271 SH DEFINED 6, 7, 8 2271 COVENANT TRANSPORT INC CLASS A EQUITY 22284P105 36 2,271 SH DEFINED 1 2,271 COVENTRY HEALTH CARE INC EQUITY 222862104 419 20,991 SH DEFINED 6, 7, 8 20991 COVENTRY HEALTH CARE, INC. EQUITY 222862104 437 21,906 SH DEFINED 1 21,906 COX COMMUNICATIONS INC NE EQUITY 224044107 859 20,500 SH DEFINED 6, 7, 8 20500 COX COMMUNICATIONS, INC. CLASS A EQUITY 224044107 26634 635,510 SH DEFINED 1 635,510 COX RADIO INC-CL A EQUITY 224051102 14 562 SH DEFINED 1 562 CPB INC EQUITY 125903104 69 2,346 SH DEFINED 6, 7, 8 2346 CPB, INC. EQUITY 125903104 74 2,504 SH DEFINED 1 2,504 CPI CORP EQUITY 125902106 35 2,117 SH DEFINED 6, 7, 8 2117 CPI CORP. EQUITY 125902106 38 2,290 SH DEFINED 1 2,290 CRANE CO EQUITY 224399105 5 190 SH DEFINED 5 190 CRANE CO EQUITY 224399105 648 25,280 SH DEFINED 6, 7, 8 25280 CRANE CO. EQUITY 224399105 696 27,151 SH DEFINED 1 27,151 CRAWFORD & CO EQUITY 224633107 128 10,948 SH DEFINED 6, 7, 8 10948 CRAWFORD & CO. CLASS B EQUITY 224633107 135 11,517 SH DEFINED 1 11,517 CREDENCE SYS CORP EQUITY 225302108 1678 90,353 SH DEFINED 6, 7, 8 90353 CREDENCE SYSTEMS CORP. EQUITY 225302108 1692 91,111 SH DEFINED 1 91,111 CREDIT ACCEP CORP MICH EQUITY 225310101 37 4,118 SH DEFINED 6, 7, 8 4118 CREDIT ACCEPTANCE CORP. EQUITY 225310101 39 4,372 SH DEFINED 1 4,372 CREDITCORP LTD EQUITY G2519Y108 337 38,500 SH DEFINED 1 38,500 CREE INC EQUITY 225447101 2614 88,742 SH DEFINED 1 88,742 CREE INC EQUITY 225447101 2590 87,900 SH DEFINED 6, 7, 8 87900 CRESCENT REAL ESTATE COM EQUITY 225756105 5569 307,500 SH Sole 3 277900 29600 CRESCENT REAL ESTATE EQUITIES, INC. EQUITY 225756105 11 608 SH DEFINED 1 608 CRESTLINE CAP CORP EQUITY 226153104 133 4,280 SH DEFINED 6, 7, 8 4280 CRESTLINE CAPITAL CORP. EQUITY 226153104 138 4,449 SH DEFINED 1 4,449 CRITICAL PATH INC EQUITY 22674V100 33 12,000 SH DEFINED 6, 7, 8 12000 CRITICAL PATH, INC. EQUITY 22674V100 33 12,000 SH DEFINED 1 12,000 CROMPTON CORP EQUITY 227116100 1563 173,671 SH DEFINED 6, 7, 8 173671 CROSS CTRY INC COM EQUITY 22748P105 662 25,000 SH Sole 3 25000 CROSSMANN CMNTYS INC EQUITY 22764E109 70 2,119 SH DEFINED 6, 7, 8 2119 CROSSMANN COMMUNITIES EQUITY 22764E109 73 2,200 SH DEFINED 1 2,200 CROSSROADS SYS INC EQUITY 22765D100 27 6,065 SH DEFINED 6, 7, 8 6065 CROSSROADS SYSTEMS EQUITY 22765D100 29 6,419 SH DEFINED 1 6,419 CROWN AMERICAN REALTY TRUST EQUITY 228186102 55 7,082 SH DEFINED 1 7,082 CROWN AMERN RLTY TR EQUITY 228186102 51 6,542 SH DEFINED 6, 7, 8 6542 CROWN CASTLE INTERNATIONAL EQUITY 228227104 3233 302,740 SH DEFINED 1 302,740 CROWN CASTLE INTL CORP EQUITY 228227104 148 13,825 SH DEFINED 6, 7, 8 13825 CROWN CORK & SEAL CO., INC. EQUITY 228255105 103 40,388 SH DEFINED 1 40,388 CROWN CORK & SEAL INC EQUITY 228255105 97 38,285 SH DEFINED 6, 7, 8 38285

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CROWN MEDIA HLDGS INC EQUITY 228411104 123 10,858 SH DEFINED 6, 7, 8 10858 CROWN MEDIA HOLDINGS-CLASS A EQUITY 228411104 59 5,186 SH DEFINED 1 5,186 CRYOLIFE INC EQUITY 228903100 135 4,492 SH DEFINED 6, 7, 8 4492 CRYOLIFE INC. EQUITY 228903100 141 4,707 SH DEFINED 1 4,707 CSC HLDGS INC EQUITY 126304401 11245 106,586 SH DEFINED 2 106586 CSC HOLDINGS, INC. CLASS A EQUITY 12686C109 324 6,834 SH DEFINED 1 6,834 CSG SYS INTL INC EQUITY 126349109 2609 64,500 SH DEFINED 6, 7, 8 64500 CSG SYS INTL INC COM EQUITY 126349109 22248 550,003 SH Sole 3 526203 23800 CSG SYSTEMS INTERNATIONAL, INC EQUITY 126349109 2633 65,105 SH DEFINED 1 65,105 CSK AUTO CORP EQUITY 125965103 83 8,323 SH DEFINED 1 8,323 CSK AUTO CORP EQUITY 125965103 77 7,787 SH DEFINED 6, 7, 8 7787 CSS INDS INC EQUITY 125906107 39 1,247 SH DEFINED 6, 7, 8 1247 CSS INDUSTRIES, INC. EQUITY 125906107 43 1,397 SH DEFINED 1 1,397 CSX CORP. EQUITY 126408103 3394 96,833 SH DEFINED 1 96,833 CSX CORP EQUITY 126408103 23 670 SH DEFINED 5 670 CSX CORP EQUITY 126408103 3952 112,760 SH DEFINED 6, 7, 8 112760 CT COMMUNICATION EQUITY 126426402 88 5,347 SH DEFINED 1 5,347 CT COMMUNICATIONS INC EQUITY 126426402 82 4,991 SH DEFINED 6, 7, 8 4991 CTS CORP EQUITY 126501105 133 8,370 SH DEFINED 6, 7, 8 8370 CTS CORP. EQUITY 126501105 138 8,708 SH DEFINED 1 8,708 CUBIC CORP EQUITY 229669106 85 1,652 SH DEFINED 6, 7, 8 1652 CUBIC CORP. EQUITY 229669106 91 1,764 SH DEFINED 1 1,764 CUBIST PHARMA INC EQUITY 229678107 292 8,109 SH DEFINED 1 8,109 CUBIST PHARMACEUTICALS IN EQUITY 229678107 275 7,659 SH DEFINED 6, 7, 8 7659 CULLEN FROST BANKERS INC EQUITY 229899109 25 800 SH DEFINED 6, 7, 8 800 CULLEN/FROST BANKERS EQUITY 229899109 13 427 SH DEFINED 1 427 CUMMINS INC EQUITY 231021106 5 130 SH DEFINED 5 130 CUMMINS INC EQUITY 231021106 674 17,500 SH DEFINED 6, 7, 8 17500 CUMMINS INC. EQUITY 231021106 722 18,741 SH DEFINED 1 18,741 CUMULUS MEDIA INC EQUITY 231082108 152 9,389 SH DEFINED 6, 7, 8 9389 CUMULUS MEDIA, INC. EQUITY 231082108 158 9,796 SH DEFINED 1 9,796 CUNO INC EQUITY 126583103 138 4,529 SH DEFINED 6, 7, 8 4529 CUNO, INC. EQUITY 126583103 145 4,753 SH DEFINED 1 4,753 CURAGEN CORP EQUITY 23126R101 11 470 SH DEFINED 1 470 CURAGEN CORP EQUITY 23126R101 110 4,925 SH DEFINED 6, 7, 8 4925 CURAGEN CORP EQUITY 23126R101 6852 306,300 SH DEFINED 2 306300 CURIS INC EQUITY 231269101 52 9,312 SH DEFINED 6, 7, 8 9312 CURIS INC. EQUITY 231269101 55 9,789 SH DEFINED 1 9,789 CURTISS WRIGHT CORP EQUITY 231561101 155 3,240 SH DEFINED 6, 7, 8 3240 CURTISS-WRIGHT CORP US EQUITY 231561408 1 26 SH DEFINED 1 26 CURTISS-WRIGHT CORP. EQUITY 231561101 162 3,391 SH DEFINED 1 3,391 CV THERAPEUTICS INC EQUITY 126667104 294 5,655 SH DEFINED 6, 7, 8 5655 CV THERAPEUTICS INC EQUITY 126667104 1040 20,000 SH DEFINED 2 20000 CV THERAPEUTICS, INC. EQUITY 126667104 311 5,976 SH DEFINED 1 5,976 CVB FINANCIAL CORP EQUITY 126600105 153 6,521 SH DEFINED 1 6,521 CVB FINL CORP EQUITY 126600105 144 6,164 SH DEFINED 6, 7, 8 6164 CVS Corp EQUITY 126650100 740 25,000 SH DEFINED 4 25,000 CVS CORP EQUITY 126650100 36 1,220 SH DEFINED 5 1220 CVS CORP EQUITY 126650100 5824 196,740 SH DEFINED 6, 7, 8 196740 CVS CORP. EQUITY 126650100 6143 207,523 SH DEFINED 1 207,523

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CYBERONICS EQUITY 23251P102 155 5,851 SH DEFINED 1 5,851 CYBERONICS INC EQUITY 23251P102 427 16,105 SH DEFINED 6, 7, 8 16105 CYGNUS INC EQUITY 232560102 47 8,992 SH DEFINED 6, 7, 8 8992 CYGNUS, INC. EQUITY 232560102 49 9,409 SH DEFINED 1 9,409 CYMER INC EQUITY 232572107 235 8,806 SH DEFINED 6, 7, 8 8806 CYMER, INC. EQUITY 232572107 250 9,347 SH DEFINED 1 9,347 CYPRESS SEMICONDUCTOR COR EQUITY 232806109 3182 159,680 SH DEFINED 6, 7, 8 159680 CYPRESS SEMICONDUCTOR CORP. EQUITY 232806109 3209 161,011 SH DEFINED 1 161,011 CYTEC INDS INC EQUITY 232820100 2035 75,353 SH DEFINED 6, 7, 8 75353 CYTEC INDUSTRIES, INC. EQUITY 232820100 1952 72,312 SH DEFINED 1 72,312 CYTOGEN CORP EQUITY 232824102 69 22,801 SH DEFINED 6, 7, 8 22801 CYTOGEN CORP. EQUITY 232824102 72 23,841 SH DEFINED 1 23,841 CYTYC CORP EQUITY 232946103 3752 143,740 SH DEFINED 6, 7, 8 143740 CYTYC CORPORATION EQUITY 232946103 3794 145,368 SH DEFINED 1 145,368 D R HORTON INC COM EQUITY 23331A109 17069 525,838 SH Sole 3 437502 88336 D.R. HORTON INC EQUITY 23331A109 14 443 SH DEFINED 1 443 DAI EI INC EQUITY 233798206 9 8,000 SH DEFINED 6, 7, 8 8000 DAIEI, INC.-ADR EQUITY 233798206 9 8,000 SH DEFINED 1 8,000 DAISYTEK INTERNATIONAL CORP. EQUITY 234053106 69 5,241 SH DEFINED 1 5,241 DAISYTEK INTL CORP EQUITY 234053106 65 4,972 SH DEFINED 6, 7, 8 4972 DAKTRONICS INC EQUITY 234264109 34 3,972 SH DEFINED 6, 7, 8 3972 DAL-TILE INTERNATIONAL, INC. EQUITY 23426R108 405 17,429 SH DEFINED 1 17,429 DAL-TILE INTL INC EQUITY 23426R108 461 19,837 SH DEFINED 6, 7, 8 19837 DANA CORP EQUITY 235811106 936 67,455 SH DEFINED 1 67,455 DANA CORP EQUITY 235811106 6 460 SH DEFINED 5 460 DANA CORP EQUITY 235811106 872 62,830 SH DEFINED 6, 7, 8 62830 DANA CORP EQUITY 235811106 3963 285,500 SH DEFINED 2 285500 DANAHER CORP DEL EQUITY 235851102 27 450 SH DEFINED 5 450 DANAHER CORP DEL EQUITY 235851102 3648 60,480 SH DEFINED 6, 7, 8 60480 DANAHER CORP. EQUITY 235851102 3916 64,937 SH DEFINED 1 64,937 DARDEN RESTAURANTS INC EQUITY 237194105 13 360 SH DEFINED 5 360 DARDEN RESTAURANTS INC EQUITY 237194105 3184 89,940 SH DEFINED 6, 7, 8 89940 DARDEN RESTAURANTS INC EQUITY 237194105 2581 72,900 SH DEFINED 2 72900 DARDEN RESTAURANTS, INC. EQUITY 237194105 3316 93,676 SH DEFINED 1 93,676 DATASCOPE CORP EQUITY 238113104 112 3,315 SH DEFINED 6, 7, 8 3315 DATASCOPE CORP. EQUITY 238113104 117 3,463 SH DEFINED 1 3,463 DATASTREAM SYS INC EQUITY 238124101 28 4,616 SH DEFINED 6, 7, 8 4616 DATASTREAM SYSTEMS EQUITY 238124101 29 4,720 SH DEFINED 1 4,720 DAVITA INC EQUITY 23918K108 27 1,089 SH DEFINED 1 1,089 DDI CORP EQUITY 233162106 123 12,519 SH DEFINED 1 12,519 DDI CORP EQUITY 233162106 117 11,896 SH DEFINED 6, 7, 8 11896 DEAN FOODS CO EQUITY 242370104 6238 91,461 SH DEFINED 1 91,461 DEB SHOPS INC EQUITY 242728103 32 1,305 SH DEFINED 6, 7, 8 1305 DEB SHOPS, INC EQUITY 242728103 32 1,305 SH DEFINED 1 1,305 DECODE GENETICS INC EQUITY 243586104 87 8,843 SH DEFINED 6, 7, 8 8843 DECODE GENETICS, INC EQUITY 243586104 90 9,219 SH DEFINED 1 9,219 DEERE & CO EQUITY 244199105 98 2,250 SH DEFINED 2 2250 DEERE & CO EQUITY 244199105 32 730 SH DEFINED 5 730 DEERE & CO EQUITY 244199105 4334 99,260 SH DEFINED 6, 7, 8 99260 DEERE & CO. EQUITY 244199105 4661 106,752 SH DEFINED 1 106,752

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DEERE + CO EQUITY 244199105 9675 221,600 SH DEFINED 2 221600 DEL MONTE EQUITY 24522P103 67 7,919 SH DEFINED 1 7,919 DEL MONTE FOODS CO EQUITY 24522P103 64 7,519 SH DEFINED 6, 7, 8 7519 DELIAS CORP EQUITY 24688Q101 62 9,982 SH DEFINED 6, 7, 8 9982 DELIA'S CORP EQUITY 24688Q101 64 10,379 SH DEFINED 1 10,379 DELL COMPUTER CORP EQUITY 247025109 222 8,160 SH DEFINED 5 8160 DELL COMPUTER CORP EQUITY 247025109 31694 1,166,070 SH DEFINED 6, 7, 8 1166070 DELL COMPUTER CORP EQUITY 247025109 14745 542,500 SH DEFINED 2 542500 DELL COMPUTER CORP. EQUITY 247025109 44011 1,619,224 SH DEFINED 1 1,619,224 DELPHI AUTOMOTIVE SYS COR EQUITY 247126105 24 1,750 SH DEFINED 5 1750 DELPHI AUTOMOTIVE SYS COR EQUITY 247126105 3236 236,900 SH DEFINED 6, 7, 8 236900 DELPHI AUTOMOTIVE SYSTEMS CORP EQUITY 247126105 3481 254,852 SH DEFINED 1 254,852 DELPHI FINANCIAL GROUP, INC., CLASS A EQUITY 247131105 147 4,414 SH DEFINED 1 4,414 DELPHI FINL GROUP INC EQUITY 247131105 140 4,192 SH DEFINED 6, 7, 8 4192 DELTA & PINE LAND CO. EQUITY 247357106 234 10,361 SH DEFINED 1 10,361 DELTA & PINE LD CO EQUITY 247357106 225 9,936 SH DEFINED 6, 7, 8 9936 DELTA AIR LINES INC DEL EQUITY 247361108 11 390 SH DEFINED 5 390 DELTA AIR LINES INC DEL EQUITY 247361108 1524 52,090 SH DEFINED 6, 7, 8 52090 DELTA AIR LINES, INC. EQUITY 247361108 1638 55,993 SH DEFINED 1 55,993 Delta Airlines CORPBOND 247361YF9 4438 5,000,000 PRN DEFINED 4 5,000,000 DELTAGEN INC EQUITY 24783R103 34 3,642 SH DEFINED 1 3,642 DELTAGEN INC EQUITY 24783R103 30 3,262 SH DEFINED 6, 7, 8 3262 DELTIC TIMBER CORP EQUITY 247850100 87 3,191 SH DEFINED 6, 7, 8 3191 DELTIC TIMBER CORP. EQUITY 247850100 90 3,299 SH DEFINED 1 3,299 DELUXE CORP EQUITY 248019101 9 210 SH DEFINED 5 210 DELUXE CORP EQUITY 248019101 2205 53,040 SH DEFINED 6, 7, 8 53040 DELUXE CORP. EQUITY 248019101 2295 55,200 SH DEFINED 1 55,200 DENBURY RES INC EQUITY 247916208 40 5,511 SH DEFINED 6, 7, 8 5511 DENBURY RESOURCES INC EQUITY 247916208 43 5,825 SH DEFINED 1 5,825 DENDREON CORP EQUITY 24823Q107 47 4,647 SH DEFINED 1 4,647 DENDREON CORP EQUITY 24823Q107 44 4,410 SH DEFINED 6, 7, 8 4410 DENDRITE INTERNATIONAL, INC. EQUITY 248239105 126 9,002 SH DEFINED 1 9,002 DENDRITE INTL INC EQUITY 248239105 118 8,439 SH DEFINED 6, 7, 8 8439 DENTSPLY INTERNATIONAL INC. EQUITY 249030107 3191 63,565 SH DEFINED 1 63,565 DENTSPLY INTL INC NEW EQUITY 249030107 3163 63,000 SH DEFINED 6, 7, 8 63000 DENTSPLY INTL INC NEW EQUITY 249030107 12399 247,000 SH DEFINED 2 247000 DEVELOPERS DIVERS RLTY COM EQUITY 251591103 18943 991,800 SH Sole 3 878600 113200 DEVELOPERS DIVERSIFIED REALTY EQUITY 251591103 9150 479,066 SH DEFINED 1 479,066 DEVELOPERS DIVERSIFIED RL EQUITY 251591103 308 16,151 SH DEFINED 6, 7, 8 16151 DEVON ENERGY CORP NEW EQUITY 25179M103 15 390 SH DEFINED 5 390 DEVON ENERGY CORP NEW EQUITY 25179M103 2061 53,320 SH DEFINED 6, 7, 8 53320 DEVON ENERGY CORP. EQUITY 25179M103 2210 57,186 SH DEFINED 1 57,186 DEVON ENERGY CORPORATION NEW EQUITY 25179M103 3583 92,700 SH DEFINED 2 92700 DEVRY INC DEL EQUITY 251893103 2413 84,800 SH DEFINED 6, 7, 8 84800 DEVRY INC DEL COM EQUITY 251893103 19169 673,770 SH Sole 3 648570 25200 DEVRY, INC. EQUITY 251893103 2434 85,558 SH DEFINED 1 85,558 DIAGNOSTIC PRODS CORP EQUITY 252450101 269 6,131 SH DEFINED 6, 7, 8 6131 DIAGNOSTIC PRODUCTS CORP. EQUITY 252450101 283 6,445 SH DEFINED 1 6,445 DIAL CORP NEW EQUITY 25247D101 2471 144,094 SH DEFINED 6, 7, 8 144094 DIAL CORP. EQUITY 25247D101 2493 145,344 SH DEFINED 1 145,344

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DIAMOND OFFSHORE DRILLING EQUITY 25271C102 15 503 SH DEFINED 1 503 DIAMOND OFFSHORE DRILLING INC EQUITY 25271C102 3897 128,200 SH DEFINED 2 128200 DIAMONDCLUSTER INTL INC EQUITY 25278P106 302 23,061 SH DEFINED 6, 7, 8 23061 DIAMONDCLUSTER INT'L INC CL A EQUITY 25278P106 111 8,469 SH DEFINED 1 8,469 DIANON SYS INC EQUITY 252826102 154 2,526 SH DEFINED 6, 7, 8 2526 DIANON SYSTEMS INC EQUITY 252826102 163 2,678 SH DEFINED 1 2,678 DIEBOLD INC EQUITY 253651103 3510 86,800 SH DEFINED 6, 7, 8 86800 DIEBOLD, INC. EQUITY 253651103 3532 87,336 SH DEFINED 1 87,336 DIGENE CORP EQUITY 253752109 97 3,300 SH DEFINED 1 3,300 DIGENE CORP EQUITY 253752109 9163 310,600 SH Sole 3 310600 DIGENE CORP EQUITY 253752109 93 3,150 SH DEFINED 6, 7, 8 3150 DIGEX INC DEL EQUITY 253756100 19 6,196 SH DEFINED 6, 7, 8 6196 DIGEX, INC. EQUITY 253756100 19 6,508 SH DEFINED 1 6,508 DIGIMARC CORP EQUITY 253807101 56 3,033 SH DEFINED 1 3,033 DIGIMARC CORP EQUITY 253807101 54 2,890 SH DEFINED 6, 7, 8 2890 DIGITAL GENERATION SYS IN EQUITY 253921100 11 10,004 SH DEFINED 6, 7, 8 10004 DIGITAL GENERATION SYSTEMS EQUITY 253921100 12 10,730 SH DEFINED 1 10,730 DIGITAL INSIGHT EQUITY 25385P106 174 7,763 SH DEFINED 1 7,763 DIGITAL INSIGHT CORP EQUITY 25385P106 166 7,418 SH DEFINED 6, 7, 8 7418 DIGITAL LIGHTWAVE INC EQUITY 253855100 36 3,803 SH DEFINED 1 3,803 DIGITAL LIGHTWAVE INC EQUITY 253855100 34 3,668 SH DEFINED 6, 7, 8 3668 DIGITAL THINK INC EQUITY 25388M100 64 5,972 SH DEFINED 1 5,972 DIGITALTHINK INC EQUITY 25388M100 61 5,637 SH DEFINED 6, 7, 8 5637 DIGITAS INC EQUITY 25388K104 10 2,544 SH DEFINED 1 2,544 DIGITAS INC EQUITY 25388K104 10 2,444 SH DEFINED 6, 7, 8 2444 DILLARDS INC EQUITY 254067101 4 260 SH DEFINED 5 260 DILLARDS INC EQUITY 254067101 891 55,693 SH DEFINED 6, 7, 8 55693 DILLARDS, INC. CLASS A EQUITY 254067101 940 58,738 SH DEFINED 1 58,738 DIME BANCORP INC NEW EQUITY 25429Q102 5188 143,800 SH DEFINED 6, 7, 8 143800 DIME BANCORP -WT EQUITY 25429Q110 512 SH DEFINED 1 512 DIME CMNTY BANCSHARES EQUITY 253922108 124 4,430 SH DEFINED 6, 7, 8 4430 DIME COMMUNITY BANCSHARES EQUITY 253922108 132 4,695 SH DEFINED 1 4,695 DIME LITIGATION EQUITY 25429Q102 5213 144,475 SH DEFINED 1 144,475 DIMON INC EQUITY 254394109 96 13,368 SH DEFINED 6, 7, 8 13368 DIMON, INC. EQUITY 254394109 101 13,963 SH DEFINED 1 13,963 DIONEX CORP EQUITY 254546104 148 5,810 SH DEFINED 6, 7, 8 5810 DIONEX CORP. EQUITY 254546104 156 6,128 SH DEFINED 1 6,128 DIRECT FOCUS EQUITY 254931108 281 9,021 SH DEFINED 1 9,021 DIRECT FOCUS INC EQUITY 254931108 269 8,610 SH DEFINED 6, 7, 8 8610 DISNEY WALT CO EQUITY 254687106 132 6,370 SH DEFINED 5 6370 DISNEY WALT CO EQUITY 254687106 21263 1,026,188 SH DEFINED 6, 7, 8 1026188 DISTRIBUCION Y SERVICIO ADR EQUITY 254753106 1656 126,450 SH DEFINED 1 126,450 DITECH COMMUNICATIONS COR EQUITY 25500M103 46 7,668 SH DEFINED 6, 7, 8 7668 DITECH COMMUNICATIONS CORP EQUITY 25500M103 48 8,033 SH DEFINED 1 8,033 DIVERSA CORP EQUITY 255064107 883 62,375 SH DEFINED 1 62,375 DIVERSA CORP EQUITY 255064107 216 15,300 SH DEFINED 6, 7, 8 15300 DIVINE INC EQUITY 255402109 43 58,212 SH DEFINED 1 58,212 DIVINE INC EQUITY 255402109 41 55,752 SH DEFINED 6, 7, 8 55752 DMC STRATEX NETWORKS INC EQUITY 23322L106 201 25,821 SH DEFINED 1 25,821 DMC STRATEX NETWORKS INC EQUITY 23322L106 192 24,738 SH DEFINED 6, 7, 8 24738

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DOBSON COMMUNICATIONS EQUITY 256069105 63 7,434 SH DEFINED 1 7,434 DOBSON COMMUNICATIONS COR EQUITY 256069105 61 7,095 SH DEFINED 6, 7, 8 7095 DOCENT INC EQUITY 25608L106 35 10,918 SH DEFINED 1 10,918 DOCENT INC EQUITY 25608L106 33 10,567 SH DEFINED 6, 7, 8 10567 DOCUMENTUM INC EQUITY 256159104 236 10,864 SH DEFINED 6, 7, 8 10864 DOCUMENTUM, INC. EQUITY 256159104 250 11,492 SH DEFINED 1 11,492 DOLE FOOD CO., INC. EQUITY 256605106 2202 82,068 SH DEFINED 1 82,068 DOLE FOOD INC EQUITY 256605106 2185 81,436 SH DEFINED 6, 7, 8 81436 DOLLAR GEN CORP EQUITY 256669102 15 1,030 SH DEFINED 5 1030 DOLLAR GEN CORP EQUITY 256669102 2083 139,790 SH DEFINED 6, 7, 8 139790 DOLLAR GENERAL CORP. EQUITY 256669102 2254 151,257 SH DEFINED 1 151,257 DOLLAR THRIFTY AUTOMOTIVE EQUITY 256743105 118 7,615 SH DEFINED 1 7,615 DOLLAR THRIFTY AUTOMOTIVE EQUITY 256743105 112 7,242 SH DEFINED 6, 7, 8 7242 DOLLAR TREE STORES INC EQUITY 256747106 4216 136,400 SH DEFINED 6, 7, 8 136400 DOLLAR TREE STORES INC. EQUITY 256747106 27798 899,322 SH DEFINED 1 899,322 Dominion EQUITY 2574U109 7813 130,000 SH DEFINED 4 130,000 DOMINION RES INC VA NEW EQUITY 25746U109 49 820 SH DEFINED 5 820 DOMINION RES INC VA NEW EQUITY 25746U109 6686 111,240 SH DEFINED 6, 7, 8 111240 DOMINION RES INC VA NEW EQUITY 25746U109 5012 83,400 SH DEFINED 2 83400 DOMINION RESOURCES, INC. EQUITY 25746U109 7058 117,433 SH DEFINED 1 117,433 DONALDSON CO., INC. EQUITY 257651109 2554 65,749 SH DEFINED 1 65,749 DONALDSON INC EQUITY 257651109 2534 65,240 SH DEFINED 6, 7, 8 65240 DONNELLEY R R & SONS CO EQUITY 257867101 11 360 SH DEFINED 5 360 DONNELLEY R R & SONS CO EQUITY 257867101 1437 48,400 SH DEFINED 6, 7, 8 48400 DORAL FINANCIAL CORP. EQUITY 25811P100 350 11,217 SH DEFINED 1 11,217 DORAL FINL CORP EQUITY 25811P100 334 10,715 SH DEFINED 6, 7, 8 10715 DORAL FINL CORP COM EQUITY 25811P100 21507 689,110 SH Sole 3 678010 11100 DOUBLECLICK INC EQUITY 258609304 20 1,722 SH DEFINED 1 1,722 DOVER CORP EQUITY 260003108 23 630 SH DEFINED 5 630 DOVER CORP EQUITY 260003108 4312 116,310 SH DEFINED 6, 7, 8 116310 DOVER CORP. EQUITY 260003108 4551 122,775 SH DEFINED 1 122,775 DOVER DOWNS ENTERTAINMENT EQUITY 260086103 84 5,459 SH DEFINED 1 5,459 DOVER DOWNS ENTMT INC EQUITY 260086103 79 5,177 SH DEFINED 6, 7, 8 5177 DOW CHEM CO EQUITY 260543103 95 2,820 SH DEFINED 5 2820 DOW CHEM CO EQUITY 260543103 13556 401,300 SH DEFINED 6, 7, 8 401300 DOW CHEM CO EQUITY 260543103 6661 197,200 SH DEFINED 2 197200 DOW CHEM CO COM EQUITY 260543103 2145 63,500 SH Sole 3 63500 Dow Chemical EQUITY 260543103 1351 40,000 SH DEFINED 4 40,000 DOW CHEMICAL CO. EQUITY 260543103 14273 422,530 SH DEFINED 1 422,530 DOW JONES & CO INC EQUITY 260561105 15 270 SH DEFINED 5 270 DOW JONES & CO INC EQUITY 260561105 1966 35,920 SH DEFINED 6, 7, 8 35920 DOW JONES & CO., INC. EQUITY 260561105 2367 43,249 SH DEFINED 1 43,249 DOWNEY FINANCIAL CORP. EQUITY 261018105 271 6,573 SH DEFINED 1 6,573 DOWNEY FINL CORP EQUITY 261018105 261 6,329 SH DEFINED 6, 7, 8 6329 DPL INC EQUITY 233293109 3701 153,700 SH DEFINED 6, 7, 8 153700 DPL, INC. EQUITY 233293109 3724 154,660 SH DEFINED 1 154,660 DQE INC EQUITY 23329J104 8397 443,594 SH DEFINED 1 443,594 DQE INC EQUITY 23329J104 2407 127,166 SH DEFINED 6, 7, 8 127166 DRESS BARN INC EQUITY 261570105 112 4,481 SH DEFINED 6, 7, 8 4481 DRESS BARN, INC. EQUITY 261570105 117 4,695 SH DEFINED 1 4,695

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DREYERS GRAND ICE CREAM I EQUITY 261878102 1894 49,188 SH DEFINED 6, 7, 8 49188 DREYER'S GRAND ICE CREAM, INC. EQUITY 261878102 1851 48,054 SH DEFINED 1 48,054 DRILL QUIP EQUITY 262037104 46 1,901 SH DEFINED 1 1,901 DRIL-QUIP INC EQUITY 262037104 42 1,761 SH DEFINED 6, 7, 8 1761 DRS TECHNOLOGIES INC EQUITY 23330X100 134 3,752 SH DEFINED 1 3,752 DRS TECHNOLOGIES INC EQUITY 23330X100 220 6,176 SH DEFINED 6, 7, 8 6176 DSP GROUP INC EQUITY 23332B106 1136 48,818 SH DEFINED 6, 7, 8 48818 DSP GROUP, INC. COM EQUITY 23332B106 924 39,731 SH DEFINED 1 39,731 DST SYS INC DEL EQUITY 233326107 7288 146,200 SH DEFINED 6, 7, 8 146200 DST SYSTEMS INC EQUITY 233326107 7333 147,093 SH DEFINED 1 147,093 DTE ENERGY CO EQUITY 233331107 21 510 SH DEFINED 5 510 DTE ENERGY CO EQUITY 233331107 2884 68,770 SH DEFINED 6, 7, 8 68770 DTE ENERGY CO. EQUITY 233331107 12477 297,491 SH DEFINED 1 297,491 DTE Energy Company EQUITY 233331107 8807 210,000 SH DEFINED 4 210,000 DU PONT E I DE NEMOURS & EQUITY 263534109 136 3,200 SH DEFINED 5 3200 DU PONT E I DE NEMOURS & EQUITY 263534109 20128 473,490 SH DEFINED 6, 7, 8 473490 DU PONT E I DE NEMOURS + CO EQUITY 263534109 4635 109,044 SH DEFINED 2 109044 DUANE READE INC EQUITY 263578106 614 20,216 SH DEFINED 6, 7, 8 20216 DUANE READE, INC. EQUITY 263578106 243 7,997 SH DEFINED 1 7,997 DUKE ENERGY CORP EQUITY 264399106 95 2,430 SH DEFINED 5 2430 DUKE ENERGY CORP EQUITY 264399106 12884 328,180 SH DEFINED 6, 7, 8 328180 DUKE ENERGY CORP. EQUITY 264399106 13602 346,454 SH DEFINED 1 346,454 DUKE REALTY EQUITY 264411505 27 1,100 SH DEFINED 1 1,100 DUKE REALTY CORP COM NEW EQUITY 264411505 7245 297,774 SH Sole 3 218528 79246 DUN & BRADSTREET CORP DEL EQUITY 26483E100 3807 107,850 SH DEFINED 6, 7, 8 107850 DUN & BRADSTREET CORP NEW WI EQUITY 26483E100 3390 96,041 SH DEFINED 1 96,041 DUPONT PHOTOMASKS EQUITY 26613X101 65 1,505 SH DEFINED 1 1,505 DUPONT PHOTOMASKS INC EQUITY 26613X101 113 2,590 SH DEFINED 6, 7, 8 2590 DURA AUTOMOTIVE SYSTEM EQUITY 265903104 52 4,765 SH DEFINED 1 4,765 DURA AUTOMOTIVE SYSTEMS C EQUITY 265903104 49 4,419 SH DEFINED 6, 7, 8 4419 DURASWITCH INDUSTRIES INC EQUITY 266905207 12 1,462 SH DEFINED 1 1,462 DURASWITCH INDUSTRIES INC EQUITY 266905207 11 1,338 SH DEFINED 6, 7, 8 1338 DURATEK INC EQUITY 26658Q102 1028 230,000 SH DEFINED 1 230,000 DURECT CORP EQUITY 266605104 63 5,444 SH DEFINED 6, 7, 8 5444 DURECT CORPORATION EQUITY 266605104 66 5,679 SH DEFINED 1 5,679 DUSA PHARAMACEUTICALS INC EQUITY 266898105 33 4,135 SH DEFINED 1 4,135 DUSA PHARMACEUTICALS INC EQUITY 266898105 31 3,906 SH DEFINED 6, 7, 8 3906 DVI INC EQUITY 233343102 67 3,917 SH DEFINED 6, 7, 8 3917 DVI, INC. EQUITY 233343102 70 4,061 SH DEFINED 1 4,061 DYAX CORP EQUITY 26746E103 64 5,837 SH DEFINED 1 5,837 DYAX CORP EQUITY 26746E103 61 5,572 SH DEFINED 6, 7, 8 5572 DYCOM INDS INC EQUITY 267475101 1096 65,618 SH DEFINED 6, 7, 8 65618 DYCOM INDUSTRIES, INC. EQUITY 267475101 1106 66,174 SH DEFINED 1 66,174 DYNACQ INTERNATIONAL INC EQUITY 267919306 31 1,372 SH DEFINED 1 1,372 DYNACQ INTL INC EQUITY 267919306 28 1,266 SH DEFINED 6, 7, 8 1266 DYNEGY INC NEW EQUITY 26816Q101 28 1,100 SH DEFINED 5 1100 DYNEGY INC NEW EQUITY 26816Q101 3784 148,380 SH DEFINED 6, 7, 8 148380 DYNEGY INC. EQUITY 26816Q101 3994 156,646 SH DEFINED 1 156,646 E M C CORP MASS EQUITY 268648102 93 6,920 SH DEFINED 5 6920 E M C CORP MASS EQUITY 268648102 14432 1,073,800 SH DEFINED 6, 7, 8 1073800

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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ EDO CORP EQUITY 281347104 661 25,000 SH DEFINED 2 25000 EDUCATION MANAGEMENT CORP. EQUITY 28139T101 1717 47,354 SH DEFINED 1 47,354 EDUCATION MGMT CORP EQUITY 28139T101 1806 49,825 SH DEFINED 6, 7, 8 49825 EDUCATION MGMT CORP COM EQUITY 28139T101 44591 1,230,102 SH Sole 3 1215202 14900 EDWARDS AG INC EQUITY 281760108 4223 95,600 SH DEFINED 6, 7, 8 95600 EDWARDS J D + CO EQUITY 281667105 11803 717,500 SH DEFINED 2 717500 EDWARDS LIFESCIENCES CORP EQUITY 28176E108 2501 90,504 SH DEFINED 6, 7, 8 90504 EDWARDS LIFESCIENCES CP EQUITY 28176E108 2526 91,431 SH DEFINED 1 91,431 EEX CORP EQUITY 26842V207 18 9,890 SH DEFINED 6, 7, 8 9890 EEX CORP. EQUITY 26842V207 19 10,195 SH DEFINED 1 10,195 EFUNDS CORP EQUITY 28224R101 192 13,976 SH DEFINED 1 13,976 EFUNDS CORP EQUITY 28224R101 480 34,889 SH DEFINED 6, 7, 8 34889 EGL INC EQUITY 268484102 950 68,101 SH DEFINED 6, 7, 8 68101 EGL INC. EQUITY 268484102 958 68,684 SH DEFINED 1 68,684 EL PASO CORP EQUITY 28336L109 22321 500,369 SH DEFINED 1 500,369 EL PASO CORP EQUITY 28336L109 71 1,600 SH DEFINED 5 1600 EL PASO CORP EQUITY 28336L109 9628 215,820 SH DEFINED 6, 7, 8 215820 EL PASO ELEC CO EQUITY 283677854 240 16,584 SH DEFINED 6, 7, 8 16584 EL PASO ELECTRIC CO. EQUITY 283677854 250 17,231 SH DEFINED 1 17,231 ELAN CORP PLC - B WARRANTS EQUITY 284131802 6800 200,000 SH DEFINED 1 200,000 ELANTEC SEMICONDUCTOR INC EQUITY 284155108 261 6,804 SH DEFINED 1 6,804 ELANTEC SEMICONDUCTOR INC EQUITY 284155108 250 6,505 SH DEFINED 6, 7, 8 6505 ELCOR CORP EQUITY 284443108 171 6,144 SH DEFINED 6, 7, 8 6144 ELCOR CORP. EQUITY 284443108 181 6,518 SH DEFINED 1 6,518 ELECTRO RENT CORP EQUITY 285218103 60 4,627 SH DEFINED 6, 7, 8 4627 ELECTRO RENT CORP. EQUITY 285218103 62 4,785 SH DEFINED 1 4,785 ELECTRO SCIENTIFIC INDS EQUITY 285229100 234 7,814 SH DEFINED 6, 7, 8 7814 ELECTRO SCIENTIFIC INDUSTRIES, EQUITY 285229100 247 8,239 SH DEFINED 1 8,239 ELECTROGLAS INC EQUITY 285324109 94 6,380 SH DEFINED 6, 7, 8 6380 ELECTROGLAS, INC. EQUITY 285324109 99 6,686 SH DEFINED 1 6,686 ELECTRONIC ARTS EQUITY 285512109 10266 171,240 SH DEFINED 1 171,240 ELECTRONIC ARTS EQUITY 285512109 9676 161,400 SH DEFINED 2 161400 ELECTRONIC ARTS INC EQUITY 285512109 10168 169,600 SH DEFINED 6, 7, 8 169600 ELECTRONIC ARTS INC COM EQUITY 285512109 2398 40,000 SH Sole 3 40000 ELECTRONIC DATA SYS CORP NEW EQUITY 285661104 353 5,150 SH DEFINED 2 5150 ELECTRONIC DATA SYS NEW EQUITY 285661104 101 1,480 SH DEFINED 5 1480 ELECTRONIC DATA SYS NEW EQUITY 285661104 17565 256,230 SH DEFINED 6, 7, 8 256230 ELECTRONIC DATA SYS NW COM EQUITY 285661104 2399 35,000 SH Sole 3 35000 ELECTRONIC DATA SYSTEMS CORP. EQUITY 285661104 18624 271,685 SH DEFINED 1 271,685 ELECTRONICS BOUTIQUE HLDG EQUITY 286045109 113 2,818 SH DEFINED 6, 7, 8 2818 ELECTRONICS BOUTIQUE HLDGS. CO EQUITY 286045109 117 2,928 SH DEFINED 1 2,928 ELECTRONICS BOUTQ HLDG COM EQUITY 286045109 26265 657,600 SH Sole 3 657600 ELECTRONICS FOR IMAGING I EQUITY 286082102 524 23,498 SH DEFINED 6, 7, 8 23498 ELECTRONICS FOR IMAGING, INC. EQUITY 286082102 395 17,722 SH DEFINED 1 17,722 ELI LILLY AND CO. EQUITY 532457108 47038 598,902 SH DEFINED 1 598,902 ELIZABETH ARDEN INC EQUITY 28660G106 47 3,065 SH DEFINED 1 3,065 ELIZABETH ARDEN INC EQUITY 28660G106 43 2,811 SH DEFINED 6, 7, 8 2811 ELIZABETH ARDEN INC EQUITY 28660G106 1203 78,800 SH DEFINED 2 78800 EMBARCADERO TECHNOLOGIES EQUITY 290787100 64 2,661 SH DEFINED 6, 7, 8 2661 EMBARCADERO TECHNOLOGIES INC EQUITY 290787100 68 2,828 SH DEFINED 1 2,828

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ Embotelladora Andina -ADR 'B' EQUITY 29081P303 303 38,300 SH DEFINED 1 38,300 EMC Corp / Mass EQUITY 268648102 739 55,000 SH DEFINED 4 55,000 EMC CORP. EQUITY 268648102 17773 1,322,424 SH DEFINED 1 1,322,424 EMCOR GROUP INC EQUITY 29084Q100 156 3,441 SH DEFINED 6, 7, 8 3441 EMCOR GROUP, INC. EQUITY 29084Q100 162 3,569 SH DEFINED 1 3,569 EMCORE CORP EQUITY 290846104 87 6,447 SH DEFINED 6, 7, 8 6447 EMCORE CORPORATION EQUITY 290846104 90 6,683 SH DEFINED 1 6,683 Emerson Elec Co EQUITY 291011104 2855 50,000 SH DEFINED 4 50,000 EMERSON ELEC CO EQUITY 291011104 77 1,340 SH DEFINED 5 1340 EMERSON ELEC CO EQUITY 291011104 13469 235,881 SH DEFINED 6, 7, 8 235881 EMERSON ELEC CO EQUITY 291011104 3849 67,408 SH DEFINED 2 67408 EMERSON ELECTRIC CO. EQUITY 291011104 14070 246,412 SH DEFINED 1 246,412 EMEX CORP EQUITY 291206100 12 3,732 SH DEFINED 1 3,732 EMEX CORP EQUITY 291206100 12 3,732 SH DEFINED 6, 7, 8 3732 EMISPHERE TECHNOLOGIES IN EQUITY 291345106 158 4,951 SH DEFINED 6, 7, 8 4951 EMISPHERE TECHNOLOGIES INC EQUITY 291345106 165 5,161 SH DEFINED 1 5,161 EMMIS COMMUNICATIONS CORP EQUITY 291525103 1362 57,600 SH DEFINED 6, 7, 8 57600 EMMIS COMMUNICATIONS CORP. CLASS A EQUITY 291525103 1366 57,771 SH DEFINED 1 57,771 EMPIRE DIST ELEC CO EQUITY 291641108 119 5,659 SH DEFINED 6, 7, 8 5659 EMPIRE DISTRICT ELECTRIC CO. EQUITY 291641108 123 5,875 SH DEFINED 1 5,875 EMPRESA NACIONAL DE ELEC ADR EQUITY 29244T101 850 81,892 SH DEFINED 1 81,892 EMULEX CORP EQUITY 292475209 42 1,057 SH DEFINED 1 1,057 EMULEX CORP EQUITY 292475209 10869 275,100 SH DEFINED 2 275100 ENCOMPASS SERVICES CORP. EQUITY 29255U104 61 21,159 SH DEFINED 1 21,159 ENCOMPASS SVCS CORP EQUITY 29255U104 112 38,498 SH DEFINED 6, 7, 8 38498 ENCORE ACQUISITION CO EQUITY 29255W100 30 2,276 SH DEFINED 1 2,276 ENCORE ACQUISITION CO EQUITY 29255W100 30 2,276 SH DEFINED 6, 7, 8 2276 ENCORE WIRE CORP EQUITY 292562105 53 4,412 SH DEFINED 1 4,412 ENCORE WIRE CORP EQUITY 292562105 50 4,158 SH DEFINED 6, 7, 8 4158 ENDESA ADR EQUITY 29258N107 157 10,000 SH DEFINED 1 10,000 ENDESA S A EQUITY 29258N107 157 10,000 SH DEFINED 6, 7, 8 10000 ENDO PHARMACEUTICALS EQUITY 29264F114 76 9,541 SH DEFINED 1 9,541 ENDO PHARMACEUTICALS HLDG EQUITY 29264F205 69 5,949 SH DEFINED 6, 7, 8 5949 ENDO PHARMACEUTICALS HLDG EQUITY 29264F114 3 3,251 SH DEFINED 6, 7, 8 3251 ENDOCARE INC EQUITY 29264P104 69 3,845 SH DEFINED 1 3,845 ENDOCARE INC EQUITY 29264P104 66 3,654 SH DEFINED 6, 7, 8 3654 ENDOCARE INC COM EQUITY 29264P104 19769 1,102,539 SH Sole 3 1088039 14500 ENERGEN CORP EQUITY 29265N108 219 8,903 SH DEFINED 6, 7, 8 8903 ENERGEN CORP. EQUITY 29265N108 228 9,243 SH DEFINED 1 9,243 ENERGIZER HLDGS INC EQUITY 29266R108 2122 111,400 SH DEFINED 6, 7, 8 111400 ENERGIZER HOLDINGS INC EQUITY 29266R108 2135 112,098 SH DEFINED 1 112,098 ENERGY CONVERSION DEVICES EQUITY 292659109 78 4,103 SH DEFINED 6, 7, 8 4103 ENERGY CONVERSION DEVICES, INC EQUITY 292659109 81 4,286 SH DEFINED 1 4,286 ENERGY EAST CORP EQUITY 29266M109 2715 142,988 SH DEFINED 1 142,988 ENERGY EAST CORP EQUITY 29266M109 2697 142,000 SH DEFINED 6, 7, 8 142000 ENERGY PARTNERS LTD EQUITY 29270U105 51 6,702 SH DEFINED 1 6,702 ENERGY PARTNERS LTD EQUITY 29270U105 49 6,522 SH DEFINED 6, 7, 8 6522 ENGAGE INC EQUITY 292827102 6 13,880 SH DEFINED 6, 7, 8 13880 ENGAGE TECHNOLOGIES, INC. EQUITY 292827102 6 13,880 SH DEFINED 1 13,880 ENGELHARD CORP EQUITY 292845104 11 410 SH DEFINED 5 410

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ENGELHARD CORP EQUITY 292845104 1521 54,950 SH DEFINED 6, 7, 8 54950 ENGELHARD CORP COM EQUITY 292845104 14816 535,270 SH Sole 3 462200 73070 ENGELHARD CORP. EQUITY 292845104 1634 59,033 SH DEFINED 1 59,033 ENGINEERED SUPPORT SYS IN EQUITY 292866100 68 1,977 SH DEFINED 6, 7, 8 1977 ENGINEERED SUPPORT SYSTEMS EQUITY 292866100 71 2,079 SH DEFINED 1 2,079 ENSCO INTERNATIONAL, INC. EQUITY 26874Q100 4107 165,271 SH DEFINED 1 165,271 ENSCO INTL INC EQUITY 26874Q100 4063 163,500 SH DEFINED 6, 7, 8 163500 ENSCO INTL INC EQUITY 26874Q100 18575 747,500 SH DEFINED 2 747500 ENTEGRIS INC EQUITY 29362U104 128 11,697 SH DEFINED 1 11,697 ENTEGRIS INC EQUITY 29362U104 123 11,228 SH DEFINED 6, 7, 8 11228 ENTERASYS NETWORKS INC EQUITY 293637104 2099 237,183 SH DEFINED 1 237,183 ENTERASYS NETWORKS INC EQUITY 293637104 2230 251,950 SH DEFINED 6, 7, 8 251950 ENTERASYS NETWORKS INC COM EQUITY 293637104 25762 2,910,927 SH Sole 3 2672917 238010 ENTERCOM COMMUNICATIONS C EQUITY 293639100 2755 55,100 SH DEFINED 6, 7, 8 55100 ENTERCOM COMMUNICATIONS CORP. EQUITY 293639100 2765 55,297 SH DEFINED 1 55,297 ENTERGY ARKANSAS INC EQUITY 29364G103 3916 100,136 SH DEFINED 1 100,136 ENTERGY CORP NEW EQUITY 29364G103 27 690 SH DEFINED 5 690 ENTERGY CORP NEW EQUITY 29364G103 3654 93,430 SH DEFINED 6, 7, 8 93430 ENTERTAINMENT PPTYS TR EQUITY 29380T105 92 4,738 SH DEFINED 6, 7, 8 4738 ENTERTAINMENT PROPERTIES TRUST EQUITY 29380T105 96 4,938 SH DEFINED 1 4,938 ENTRADE INC EQUITY 29382L993 60 156,250 SH DEFINED 2 156250 ENTRAVISION COMMUNIC EQUITY 29382R107 7 594 SH DEFINED 1 594 ENTREMED INC EQUITY 29382F103 37 4,383 SH DEFINED 6, 7, 8 4383 ENTREMED, INC. EQUITY 29382F103 39 4,608 SH DEFINED 1 4,608 ENTRUST INC EQUITY 293848107 138 13,561 SH DEFINED 6, 7, 8 13561 ENTRUST TECHNOLOGIES INC. EQUITY 293848107 145 14,231 SH DEFINED 1 14,231 ENZO BIOCHEM INC EQUITY 294100102 147 6,271 SH DEFINED 6, 7, 8 6271 ENZO BIOCHEM, INC. EQUITY 294100102 154 6,546 SH DEFINED 1 6,546 ENZON INC EQUITY 293904108 31 548 SH DEFINED 1 548 ENZON INC EQUITY 293904108 268 4,755 SH DEFINED 6, 7, 8 4755 EOG RES INC EQUITY 26875P101 14 360 SH DEFINED 5 360 EOG RES INC EQUITY 26875P101 3458 88,410 SH DEFINED 6, 7, 8 88410 EOG RESOURCES INC EQUITY 26875P101 2652 67,814 SH DEFINED 1 67,814 EPIQ SYS INC EQUITY 26882D109 54 2,814 SH DEFINED 6, 7, 8 2814 EPIQ SYSTEMS INC EQUITY 26882D109 57 2,967 SH DEFINED 1 2,967 EQUIFAX INC EQUITY 294429105 11 450 SH DEFINED 5 450 EQUIFAX INC EQUITY 294429105 1480 61,300 SH DEFINED 6, 7, 8 61300 EQUIFAX, INC. EQUITY 294429105 1611 66,722 SH DEFINED 1 66,722 EQUITABLE RES INC EQUITY 294549100 3829 112,400 SH DEFINED 6, 7, 8 112400 EQUITABLE RESOURCES, INC. EQUITY 294549100 2665 78,218 SH DEFINED 1 78,218 EQUITY INNS INC EQUITY 294703103 78 11,847 SH DEFINED 6, 7, 8 11847 EQUITY INNS, INC. EQUITY 294703103 81 12,307 SH DEFINED 1 12,307 EQUITY OFFICE PPTYS TR COM EQUITY 294741103 65020 2,161,584 SH Sole 3 1855182 306402 EQUITY OFFICE PROPERTIES EQUITY 294741103 39 1,300 SH DEFINED 5 1300 EQUITY OFFICE PROPERTIES EQUITY 294741103 5270 175,200 SH DEFINED 6, 7, 8 175200 EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 7922 263,366 SH DEFINED 1 263,366 EQUITY ONE EQUITY 294752100 5 396 SH DEFINED 6, 7, 8 396 EQUITY ONE INC EQUITY 294752100 5 396 SH DEFINED 1 396 EQUITY RESIDENT PPTYS SH BEN I EQUITY 29476L107 40154 1,398,600 SH Sole 3 1197900 200700 EQUITY RESIDENTIAL PPTYS EQUITY 29476L107 24 850 SH DEFINED 5 850

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ EQUITY RESIDENTIAL PPTYS EQUITY 29476L107 3434 119,610 SH DEFINED 6, 7, 8 119610 EQUITY RESIDENTIAL PROPS TR EQUITY 29476L107 3531 122,985 SH DEFINED 1 122,985 ERICSSON L M TEL CO EQUITY 294821400 119 22,780 SH DEFINED 6, 7, 8 22780 ERICSSON L M TEL CO EQUITY 294821400 444 85,000 SH DEFINED 6, 7, 8 85000 ERICSSON LMTEL CO.-ADR SERIES B EQUITY 294821400 563 107,780 SH DEFINED 1 107,780 ERIE INDEMNITY COMPA EQUITY 29530P102 5 134 SH DEFINED 1 134 ESCO ELECTRONICS CORP EQUITY 296315104 124 3,605 SH DEFINED 1 3,605 ESCO TECHNOLOGIES INC EQUITY 296315104 118 3,427 SH DEFINED 6, 7, 8 3427 ESPEED INC EQUITY 296643109 39 4,687 SH DEFINED 1 4,687 ESPEED INC EQUITY 296643109 250 30,151 SH DEFINED 6, 7, 8 30151 ESPERION THERAPEUTICS COM EQUITY 29664R106 2130 289,800 SH Sole 3 289800 ESPERION THERAPEUTICS INC EQUITY 29664R106 43 5,826 SH DEFINED 6, 7, 8 5826 ESPERION THERAPEUTICS INC (USD) EQUITY 29664R106 45 6,151 SH DEFINED 1 6,151 ESS TECHNOLOGY INC EQUITY 269151106 204 9,578 SH DEFINED 6, 7, 8 9578 ESS TECHNOLOGY, INC. EQUITY 269151106 212 9,988 SH DEFINED 1 9,988 ESSEX PPTY TR INC EQUITY 297178105 222 4,497 SH DEFINED 6, 7, 8 4497 ESSEX PPTY TR INC COM EQUITY 297178105 4640 93,900 SH Sole 3 79800 14100 ESSEX PROPERTY TRUST, INC. EQUITY 297178105 230 4,664 SH DEFINED 1 4,664 ESTEE LAUDER COMPANIES-CL A EQUITY 518439104 43 1,347 SH DEFINED 1 1,347 ESTERLINE TECHNOLOGIES CO EQUITY 297425100 107 6,673 SH DEFINED 6, 7, 8 6673 ESTERLINE TECHNOLOGIES CORP. EQUITY 297425100 111 6,917 SH DEFINED 1 6,917 ETHAN ALLEN INTERIOR EQUITY 297602104 14 335 SH DEFINED 1 335 ETHAN ALLEN INTERIORS INC EQUITY 297602104 150 3,600 SH DEFINED 6, 7, 8 3600 EVEREST RE GROUP LTD EQUITY G3223R108 3973 56,200 SH DEFINED 6, 7, 8 56200 EVEREST RE GROUP LTD COM EQUITY G3223R108 94492 1,336,522 SH Sole 3 1280982 55540 EVEREST RE GROUP, LTD EQUITY G3223R108 23353 330,315 SH DEFINED 1 330,315 EVERGREEN RES INC EQUITY 299900308 184 4,763 SH DEFINED 6, 7, 8 4763 EVERGREEN RESOURCES, INC. EQUITY 299900308 194 5,021 SH DEFINED 1 5,021 EVOLVE SOFTWARE INC. EQUITY 30049P104 459 1,239,564 SH DEFINED 1 1,239,564 EXACT SCIENCES CORP EQUITY 30063P105 12 1,140 SH DEFINED 6, 7, 8 1140 EXACT SCIENCES CORP (USD) EQUITY 30063P105 12 1,140 SH DEFINED 1 1,140 EXAR CORP EQUITY 300645108 548 26,265 SH DEFINED 6, 7, 8 26265 EXAR CORP. EQUITY 300645108 242 11,594 SH DEFINED 1 11,594 EXCEL TECHNOLOGY EQUITY 30067T103 43 2,470 SH DEFINED 1 2,470 EXCEL TECHNOLOGY INC EQUITY 30067T103 42 2,395 SH DEFINED 6, 7, 8 2395 EXE TECHNOLOGIES INC EQUITY 301504106 47 9,192 SH DEFINED 6, 7, 8 9192 EXE TECHNOLOGIES INC (USD) EQUITY 301504106 49 9,706 SH DEFINED 1 9,706 EXELIXIS INC EQUITY 30161Q104 166 9,967 SH DEFINED 6, 7, 8 9967 EXELIXIS, INC. EQUITY 30161Q104 173 10,407 SH DEFINED 1 10,407 EXELON CORP EQUITY 30161N101 48 1,000 SH DEFINED 5 1000 EXELON CORP EQUITY 30161N101 7483 156,290 SH DEFINED 6, 7, 8 156290 EXIDE TECHNOLOGIES EQUITY 302051107 11 9,276 SH DEFINED 1 9,276 EXIDE TECHNOLOGIES EQUITY 302051107 11 8,780 SH DEFINED 6, 7, 8 8780 EXPEDIA INC -CL A EQUITY 302125109 4 101 SH DEFINED 1 101 EXPEDITORS INTERNATIONAL OF WA EQUITY 302130109 3606 63,315 SH DEFINED 1 63,315 EXPEDITORS INTL WASH INC EQUITY 302130109 3571 62,700 SH DEFINED 6, 7, 8 62700 EXPRESS SCRIPTS INC EQUITY 302182100 5531 118,280 SH DEFINED 6, 7, 8 118280 EXPRESS SCRIPTS, INC. EQUITY 302182100 5582 119,379 SH DEFINED 1 119,379 EXTENDED STAY AMER INC EQUITY 30224P101 1853 113,000 SH DEFINED 6, 7, 8 113000 EXTENDED STAY AMERICA INC EQUITY 30224P101 1862 113,542 SH DEFINED 1 113,542

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ EXTENSITY INC EQUITY 302255104 9 4,303 SH DEFINED 6, 7, 8 4303 EXTENSITY, INC. EQUITY 302255104 10 4,376 SH DEFINED 1 4,376 EXTREME NETWORK INC EQUITY 30226D106 17 1,309 SH DEFINED 1 1,309 EXTREME NETWORKS INC EQUITY 30226D106 5995 464,700 SH DEFINED 2 464700 EXULT INC EQUITY 302284104 17 1,075 SH DEFINED 1 1,075 EXXON MOBIL CORP EQUITY 30231G102 371 3,446 SH DEFINED 2 9446 Exxon Mobil Corp EQUITY 30231G102 2393 60,892 SH DEFINED 4 60,892 EXXON MOBIL CORP EQUITY 30231G102 840 21,380 SH DEFINED 5 21380 EXXON MOBIL CORP EQUITY 30231G102 121919 3,102,260 SH DEFINED 6, 7, 8 3102260 EXXON MOBIL CORP EQUITY 30231G102 30003 763,446 SH DEFINED 2 763446 EXXON MOBIL CORP. EQUITY 30231G102 172102 4,379,182 SH DEFINED 1 4,379,182 F M C CORP EQUITY 302491303 6 100 SH DEFINED 5 100 F M C CORP EQUITY 302491303 785 13,200 SH DEFINED 6, 7, 8 13200 F Y I INC EQUITY 302712104 133 3,976 SH DEFINED 6, 7, 8 3976 F&M BANCORP MD EQUITY 302367107 90 3,536 SH DEFINED 6, 7, 8 3536 F&M BANCORP/FREDERICK EQUITY 302367107 93 3,652 SH DEFINED 1 3,652 F.Y.I., INC. EQUITY 302712104 139 4,159 SH DEFINED 1 4,159 F5 NETWORKS INC EQUITY 315616102 121 5,632 SH DEFINED 1 5,632 F5 NETWORKS INC EQUITY 315616102 116 5,385 SH DEFINED 6, 7, 8 5385 FACTORY 2-U INC EQUITY 303072102 74 3,684 SH DEFINED 6, 7, 8 3684 FACTORY 2-U STORES, INC. EQUITY 303072102 77 3,854 SH DEFINED 1 3,854 FACTSET RESEARCH SYSTEMS, INC. EQUITY 303075105 215 6,161 SH DEFINED 1 6,161 FACTSET RESH SYS INC EQUITY 303075105 206 5,893 SH DEFINED 6, 7, 8 5893 FAIR ISAAC & CO INC EQUITY 303250104 397 6,303 SH DEFINED 6, 7, 8 6303 FAIR ISAAC & CO INC COM EQUITY 303250104 11046 175,273 SH Sole 3 172173 3100 FAIR ISSAC & CO., INC. EQUITY 303250104 341 5,417 SH DEFINED 1 5,417 FAIRCHILD CORP EQUITY 303698104 12 4,033 SH DEFINED 6, 7, 8 4033 FAIRCHILD CORP. CLASS A EQUITY 303698104 12 4,033 SH DEFINED 1 4,033 FAIRCHILD SEMICONDUCTOR CORP. EQUITY 303726103 5474 194,127 SH DEFINED 1 194,127 FAIRCHILD SEMICONDUCTOR I EQUITY 303726103 2002 71,000 SH DEFINED 6, 7, 8 71000 FALCONSTOR SOFTWARE INC EQUITY 306137100 41 4,529 SH DEFINED 1 4,529 FALCONSTOR SOFTWARE INC EQUITY 306137100 35 3,842 SH DEFINED 6, 7, 8 3842 FAMILY DLR STORES INC EQUITY 307000109 16 540 SH DEFINED 5 540 FAMILY DLR STORES INC EQUITY 307000109 2184 72,860 SH DEFINED 6, 7, 8 72860 FAMILY DLR STORES INC EQUITY 307000109 2186 72,900 SH DEFINED 2 72900 FAMILY DOLLAR STORES, INC. EQUITY 307000109 2365 78,890 SH DEFINED 1 78,890 FANTASTIC HOLDINGS COMMON EQUITY 30699B116 900 SH DEFINED 1 900 FARMER BROS CO EQUITY 307675108 73 275 SH DEFINED 6, 7, 8 275 FARMER BROS. CO. EQUITY 307675108 76 288 SH DEFINED 1 288 FARMERS CAP BK CORP EQUITY 309562106 82 2,229 SH DEFINED 6, 7, 8 2229 FARMERS CAPITAL BANK CORP EQUITY 309562106 86 2,339 SH DEFINED 1 2,339 FASTENAL CO EQUITY 311900104 3062 46,100 SH DEFINED 6, 7, 8 46100 FASTENAL CO. EQUITY 311900104 3089 46,494 SH DEFINED 1 46,494 FBL FINANCIAL GROUP, INC., CLASS A EQUITY 30239F106 64 3,865 SH DEFINED 1 3,865 FBL FINL GROUP INC EQUITY 30239F106 62 3,744 SH DEFINED 6, 7, 8 3744 FBR ASSET INVT CORP EQUITY 30241E303 133 4,725 SH DEFINED 6, 7, 8 4725 FEDDERS CORP EQUITY 313135105 25 8,203 SH DEFINED 1 8,203 FEDDERS CORP EQUITY 313135105 24 7,831 SH DEFINED 6, 7, 8 7831 FEDERAL AGRIC MTG CORP EQUITY 313148306 99 2,438 SH DEFINED 1 2,438 FEDERAL AGRIC MTG CORP EQUITY 313148306 95 2,348 SH DEFINED 6, 7, 8 2348

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FEDERAL HOME LN MTG CORP EQUITY 313400301 142 2,170 SH DEFINED 5 2170 FEDERAL HOME LN MTG CORP EQUITY 313400301 24267 371,052 SH DEFINED 6, 7, 8 371052 FEDERAL MOGUL CORP EQUITY 313549107 17 21,661 SH DEFINED 6, 7, 8 21661 FEDERAL NATIONAL MORTGAGE ASSO EQUITY 313586109 43119 542,378 SH DEFINED 1 542,378 FEDERAL NATL MTG ASSN EQUITY 313586109 32 400 SH DEFINED 1 400 FEDERAL NATL MTG ASSN EQUITY 313586109 248 3,120 SH DEFINED 5 3120 FEDERAL NATL MTG ASSN EQUITY 313586109 40929 514,832 SH DEFINED 6, 7, 8 514832 FEDERAL REALTY INVESTMENT TR. EQUITY 313747206 273 11,869 SH DEFINED 1 11,869 FEDERAL REALTY INVT TR EQUITY 313747206 262 11,388 SH DEFINED 6, 7, 8 11388 FEDERAL SIGNAL CORP EQUITY 313855108 1537 68,999 SH DEFINED 6, 7, 8 68999 FEDERAL SIGNAL CORP. EQUITY 313855108 1523 68,403 SH DEFINED 1 68,403 FEDERAL-MOGUL CORP. EQUITY 313549107 18 22,404 SH DEFINED 1 22,404 FEDERATED DEPT STORES INC EQUITY 31410H101 25 600 SH DEFINED 5 600 FEDERATED DEPT STORES INC EQUITY 31410H101 4993 122,080 SH DEFINED 6, 7, 8 122080 FEDERATED DEPT STORES, INC. EQUITY 31410H101 5236 128,008 SH DEFINED 1 128,008 FEDERATED INVESTORS EQUITY 314211103 33 1,022 SH DEFINED 1 1,022 FEDERATED INVS INC PA EQUITY 314211103 685 21,500 SH DEFINED 6, 7, 8 21500 FEDEX CORP EQUITY 31428X106 48 930 SH DEFINED 5 930 FEDEX CORP EQUITY 31428X106 6541 126,080 SH DEFINED 6, 7, 8 126080 FEDEX CORPORATION EQUITY 31428X106 6905 133,090 SH DEFINED 1 133,090 FEI CO EQUITY 30241L109 1361 43,198 SH DEFINED 6, 7, 8 43198 FEI COMPANY EQUITY 30241L109 1367 43,394 SH DEFINED 1 43,394 FELCOR LODGING TR INC EQUITY 31430F101 161 9,635 SH DEFINED 6, 7, 8 9635 FELCOR LODGING TRUST, INC. EQUITY 31430F101 167 10,018 SH DEFINED 1 10,018 FERRO CORP EQUITY 315405100 1303 50,513 SH DEFINED 6, 7, 8 50513 FERRO CORP. EQUITY 315405100 1314 50,923 SH DEFINED 1 50,923 FIBERCORE INC EQUITY 31563B109 22 9,311 SH DEFINED 1 9,311 FIBERCORE INC EQUITY 31563B109 21 8,917 SH DEFINED 6, 7, 8 8917 FIDELITY BANKSHARES INC EQUITY 31604Q107 83 5,180 SH DEFINED 1 5,180 FIDELITY BANKSHARES INC N EQUITY 31604Q107 77 4,829 SH DEFINED 6, 7, 8 4829 FIDELITY NATIONAL FINANCIAL EQUITY 316326107 2598 104,774 SH DEFINED 1 104,774 FIDELITY NATL FINL INC EQUITY 316326107 2579 104,000 SH DEFINED 6, 7, 8 104000 FIFTH THIRD BANCORP EQUITY 316773100 15832 258,145 SH DEFINED 1 258,145 FIFTH THIRD BANCORP EQUITY 316773100 111 1,810 SH DEFINED 5 1810 FIFTH THIRD BANCORP EQUITY 316773100 15042 244,270 SH DEFINED 6, 7, 8 244270 FILENET CORP EQUITY 316869106 207 10,222 SH DEFINED 6, 7, 8 10222 FILENET CORP. EQUITY 316869106 217 10,709 SH DEFINED 1 10,709 FINANCIAL FED CORP EQUITY 317492106 811 25,951 SH DEFINED 6, 7, 8 25951 FINANCIAL FED CORP COM EQUITY 317492106 7937 254,000 SH Sole 3 254000 FINANCIAL FEDERAL CORP. EQUITY 317492106 108 3,446 SH DEFINED 1 3,446 FINANCIAL INSTNS INC EQUITY 317585404 60 2,545 SH DEFINED 6, 7, 8 2545 FINCANCIAL INSTITUTIONS INC EQUITY 317585404 63 2,679 SH DEFINED 1 2,679 FINISAR COM EQUITY 31787A101 20718 2,037,153 SH Sole 3 2002053 35100 FINISAR CORPORATION EQUITY 31787A101 17 1,693 SH DEFINED 1 1,693 FINISH LINE INC EQUITY 317923100 84 5,514 SH DEFINED 6, 7, 8 5514 FINISH LINE, INC. EQUITY 317923100 90 5,913 SH DEFINED 1 5,913 FINOVA GROUP INC EQUITY 317928109 10 17,044 SH DEFINED 6, 7, 8 17044 FINOVA GROUP, INC. EQUITY 317928109 11 18,179 SH DEFINED 1 18,179 FIRST AMERICAN CAP TRUST CLASS A EQUITY 318522307 430 22,934 SH DEFINED 1 22,934 FIRST AMERN CORP CALIF EQUITY 318522307 410 21,905 SH DEFINED 6, 7, 8 21905

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FIRST BANCORP N C EQUITY 318910106 50 2,232 SH DEFINED 6, 7, 8 2232 FIRST BANCORP NORTH CAROLINA EQUITY 318910106 50 2,232 SH DEFINED 1 2,232 FIRST BANCORP P R EQUITY 318672102 183 6,418 SH DEFINED 6, 7, 8 6418 FIRST BANCORP/PUERTO RICO EQUITY 318672102 190 6,676 SH DEFINED 1 6,676 FIRST BANKS AMERICA INC EQUITY 31928N103 8 258 SH DEFINED 1 258 FIRST BKS AMER INC EQUITY 31928N103 8 258 SH DEFINED 6, 7, 8 258 FIRST BUSEY CORP EQUITY 319383105 60 2,776 SH DEFINED 1 2,776 FIRST BUSEY CORP EQUITY 319383105 55 2,560 SH DEFINED 6, 7, 8 2560 FIRST CHARTER CORP EQUITY 319439105 179 10,059 SH DEFINED 6, 7, 8 10059 FIRST CHARTER CORP. EQUITY 319439105 177 10,446 SH DEFINED 1 10,446 FIRST CITIZENS BANCSHARES, INC CLASS EQUITY 31946M103 199 2,034 SH DEFINED 1 2,034 FIRST CMNTY BANCSHARES IN EQUITY 31983A103 74 2,510 SH DEFINED 6, 7, 8 2510 FIRST COMMONWEALTH FINANCIAL EQUITY 319829107 228 19,781 SH DEFINED 1 19,781 FIRST COMMUNITY BANCSHARES INC EQUITY 31983A103 77 2,625 SH DEFINED 1 2,625 FIRST COMWLTH FINL CORP P EQUITY 319829107 216 18,788 SH DEFINED 6, 7, 8 18788 FIRST CONSULTING GROUP IN EQUITY 31986R103 82 5,295 SH DEFINED 6, 7, 8 5295 FIRST CONSULTING GROUP, INC. EQUITY 31986R103 86 5,495 SH DEFINED 1 5,495 FIRST CTZNS BANCSHARES IN EQUITY 31946M103 190 1,942 SH DEFINED 6, 7, 8 1942 FIRST DATA CORP EQUITY 319963104 93 1,190 SH DEFINED 5 1190 FIRST DATA CORP EQUITY 319963104 16753 213,550 SH DEFINED 6, 7, 8 213550 FIRST DATA CORP EQUITY 319963104 5774 73,600 SH DEFINED 2 73600 FIRST DATA CORP COM EQUITY 319963104 2432 31,000 SH Sole 3 31000 FIRST DATA CORP. EQUITY 319963104 24927 317,742 SH DEFINED 1 317,742 FIRST ESSEX BANCORP INC EQUITY 320103104 62 2,195 SH DEFINED 1 2,195 FIRST ESSEX BANCORP INC EQUITY 320103104 58 2,059 SH DEFINED 6, 7, 8 2059 FIRST FED CAP CORP EQUITY 319960100 77 4,873 SH DEFINED 6, 7, 8 4873 FIRST FEDERAL CAPITAL CORP. EQUITY 319960100 80 5,098 SH DEFINED 1 5,098 FIRST FINANCIAL BANCORP EQUITY 320209109 215 12,185 SH DEFINED 1 12,185 FIRST FINANCIAL BANKSHARES EQUITY 32020R109 109 3,612 SH DEFINED 1 3,612 FIRST FINANCIAL CORP. EQUITY 320218100 100 2,289 SH DEFINED 1 2,289 FIRST FINANCIAL HOLDINGS, INC. EQUITY 320239106 108 4,488 SH DEFINED 1 4,488 FIRST FINL BANCORP OH EQUITY 320209109 206 11,697 SH DEFINED 6, 7, 8 11697 FIRST FINL BANKSHARES EQUITY 32020R109 104 3,470 SH DEFINED 6, 7, 8 3470 FIRST FINL CORP IND EQUITY 320218100 97 2,204 SH DEFINED 6, 7, 8 2204 FIRST FINL HLDGS INC EQUITY 320239106 104 4,308 SH DEFINED 6, 7, 8 4308 FIRST HEALTH GROUP CORP EQUITY 320960107 2994 121,000 SH DEFINED 6, 7, 8 121000 FIRST HEALTH GROUP CORP. EQUITY 320960107 3022 122,137 SH DEFINED 1 122,137 FIRST HORIZON PHARMACE COM EQUITY 32051K106 8228 279,949 SH Sole 3 279949 FIRST HORIZON PHARMACEUTI EQUITY 32051K106 92 3,123 SH DEFINED 6, 7, 8 3123 FIRST HORIZON PHARMACEUTICAL EQUITY 32051K106 96 3,262 SH DEFINED 1 3,262 FIRST IND CORP EQUITY 32054R108 66 3,025 SH DEFINED 6, 7, 8 3025 FIRST INDIANA CORP. EQUITY 32054R108 69 3,133 SH DEFINED 1 3,133 FIRST INDUSTRIAL REALITY TRUST EQUITY 32054K103 2251 72,389 SH DEFINED 1 72,389 FIRST INDUSTRIAL REALTY T EQUITY 32054K103 392 12,600 SH DEFINED 6, 7, 8 12600 FIRST INDUSTRIAL RLTY COM EQUITY 32054K103 13927 447,800 SH Sole 3 405900 41900 FIRST MERCHANTS CORP EQUITY 320817109 87 3,620 SH DEFINED 6, 7, 8 3620 FIRST MERCHANTS CORP. EQUITY 320817109 93 3,853 SH DEFINED 1 3,853 FIRST MIDWEST BANCORP DEL EQUITY 320867104 463 15,846 SH DEFINED 6, 7, 8 15846 FIRST MIDWEST BANCORP, INC. EQUITY 320867104 483 16,530 SH DEFINED 1 16,530 FIRST NIAGARA FINANCIAL GRP EQUITY 33582U100 56 3,334 SH DEFINED 1 3,334

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FIRST NIAGARA FINL GROUP EQUITY 33582U100 53 3,142 SH DEFINED 6, 7, 8 3142 FIRST PL FINL CORP EQUITY 33610T109 77 4,873 SH DEFINED 6, 7, 8 4873 FIRST PLACE FINANCIAL CORP EQUITY 33610T109 80 5,106 SH DEFINED 1 5,106 FIRST REP BK SAN FRANCISC EQUITY 336158100 82 3,386 SH DEFINED 6, 7, 8 3386 FIRST REPUBLIC BANK EQUITY 336158100 84 3,486 SH DEFINED 1 3,486 FIRST SENTINEL BANCORP IN EQUITY 33640T103 106 8,483 SH DEFINED 6, 7, 8 8483 FIRST SENTINEL BANCORP INC EQUITY 33640T103 111 8,883 SH DEFINED 1 8,883 FIRST TENN NATL CORP EQUITY 337162101 5577 153,800 SH DEFINED 6, 7, 8 153800 FIRST TENN NATL CORP EQUITY 337162101 7843 216,300 SH DEFINED 2 216300 FIRST TENNESSEE NATIONAL CORP. EQUITY 337162101 5613 154,791 SH DEFINED 1 154,791 First Union CORPBOND 337363AE5 3022 3,000,000 PRN DEFINED 4 3,000,000 FIRST VA BANKS INC EQUITY 337477103 2949 58,100 SH DEFINED 6, 7, 8 58100 FIRST VIRGINIA BANKS, INC. EQUITY 337477103 2970 58,502 SH DEFINED 1 58,502 FIRSTENERGY CORP EQUITY 337932107 33 930 SH DEFINED 5 930 FIRSTENERGY CORP EQUITY 337932107 5200 148,670 SH DEFINED 6, 7, 8 148670 FIRSTENERGY CORP. EQUITY 337932107 4728 135,167 SH DEFINED 1 135,167 FIRSTFED FINANCIAL CORP. EQUITY 337907109 147 5,746 SH DEFINED 1 5,746 FIRSTFED FINL CORP EQUITY 337907109 142 5,546 SH DEFINED 6, 7, 8 5546 FIRSTMERIT CORP EQUITY 337915102 2793 103,100 SH DEFINED 6, 7, 8 103100 FIRSTMERIT CORP. EQUITY 337915102 2810 103,719 SH DEFINED 1 103,719 FIRSTSERVICE CORP SUB VTG SH EQUITY 33761N109 7406 264,500 SH Sole 3 264500 FISERV INC EQUITY 337738108 25 590 SH DEFINED 5 590 FISERV INC EQUITY 337738108 3570 84,350 SH DEFINED 6, 7, 8 84350 FISERV INC COM EQUITY 337738108 27078 639,847 SH Sole 3 565360 74487 FISERV, INC. EQUITY 337738108 3868 91,394 SH DEFINED 1 91,394 FISHER COMMUNICATIONS INC EQUITY 337756209 58 1,325 SH DEFINED 1 1,325 FISHER COMMUNICATIONS INC EQUITY 337756209 56 1,266 SH DEFINED 6, 7, 8 1266 FISHER SCIENTIFIC INTL IN EQUITY 338032204 477 16,319 SH DEFINED 6, 7, 8 16319 FISHER SCIENTIFIC INT'L., INC. EQUITY 338032204 501 17,156 SH DEFINED 1 17,156 FLAGSTAR BANCORP INC EQUITY 337930101 44 2,171 SH DEFINED 6, 7, 8 2171 FLAGSTAR BANCORP, INC. EQUITY 337930101 47 2,349 SH DEFINED 1 2,349 FLEETBOSTON FINANCIAL CORP. EQUITY 339030108 19784 542,032 SH DEFINED 1 542,032 FLEETBOSTON FINL CORP EQUITY 339030108 119 3,270 SH DEFINED 5 3270 FLEETBOSTON FINL CORP EQUITY 339030108 18886 517,426 SH DEFINED 6, 7, 8 517426 FLEETBOSTON FINL CORP EQUITY 339030108 20553 563,100 SH DEFINED 2 563100 FLEETWOOD ENTERPRISES INC EQUITY 339099103 119 10,531 SH DEFINED 6, 7, 8 10531 FLEETWOOD ENTERPRISES, INC. EQUITY 339099103 124 10,942 SH DEFINED 1 10,942 FLEMING COMPANIES, INC EQUITY 339130106 246 13,297 SH DEFINED 1 13,297 FLEMING COS INC EQUITY 339130106 236 12,755 SH DEFINED 6, 7, 8 12755 FLEXTRONICS INTERNATIONAL EQUITY Y2573F102 4169 173,800 SH DEFINED 2 173800 FLEXTRONICS INTERNATIONAL LTD EQUITY Y2573F102 284 11,830 SH DEFINED 1 11,830 FLEXTRONICS INTL LTD EQUITY Y2573F102 284 11,830 SH DEFINED 6, 7, 8 11830 FLIR SYS INC EQUITY 302445101 118 3,107 SH DEFINED 6, 7, 8 3107 FLIR SYSTEMS INC (USD) EQUITY 302445101 124 3,266 SH DEFINED 1 3,266 FLORIDA EAST COAST INDS EQUITY 340632108 168 7,242 SH DEFINED 6, 7, 8 7242 FLORIDA EAST COAST INDUSTRIES EQUITY 340632108 175 7,548 SH DEFINED 1 7,548 FLORIDA ROCK INDS INC EQUITY 341140101 209 5,717 SH DEFINED 6, 7, 8 5717 FLORIDA ROCK INDUSTRIES, INC. EQUITY 341140101 218 5,971 SH DEFINED 1 5,971 FLOW INTERNATIONAL CORP EQUITY 343468104 50 4,080 SH DEFINED 1 4,080 FLOW INTL CORP EQUITY 343468104 47 3,801 SH DEFINED 6, 7, 8 3801

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FLOWERS FOODS INC EQUITY 343498101 227 5,681 SH DEFINED 1 5,681 FLOWERS FOODS INC EQUITY 343498101 217 5,428 SH DEFINED 6, 7, 8 5428 FLOWSERVE CORP EQUITY 34354P105 2047 76,935 SH DEFINED 6, 7, 8 76935 FLOWSERVE CORP. EQUITY 34354P105 1744 65,557 SH DEFINED 1 65,557 FLUOR CORP EQUITY 343412102 1360 36,356 SH DEFINED 1 36,356 FLUOR CORP NEW EQUITY 343412102 9 250 SH DEFINED 5 250 FLUOR CORP NEW EQUITY 343412102 1267 33,870 SH DEFINED 6, 7, 8 33870 FLUSHING FINANCIAL CORP EQUITY 343873105 66 3,695 SH DEFINED 1 3,695 FLUSHING FINL CORP EQUITY 343873105 61 3,451 SH DEFINED 6, 7, 8 3451 FMC CORP. EQUITY 302491303 2282 38,345 SH DEFINED 1 38,345 FMC TECHNOLOGIES INC EQUITY 30249U101 227 13,815 SH DEFINED 1 13,815 FNB CORP PA EQUITY 302520101 217 8,230 SH DEFINED 6, 7, 8 8230 FNB CORP. EQUITY 302520101 226 8,573 SH DEFINED 1 8,573 FNMA CORPBOND 31364FPJ4 2455 2,500,000 PRN DEFINED 4 2,500,000 FOAMEX INTERNATIONAL, INC. EQUITY 344123104 42 5,163 SH DEFINED 1 5,163 FOAMEX INTL INC EQUITY 344123104 42 5,163 SH DEFINED 6, 7, 8 5163 FOCAL COMMUNICATION CORP EQUITY 344155106 3 4,818 SH DEFINED 1 4,818 FOCAL COMMUNICATIONS CORP EQUITY 344155106 3 4,435 SH DEFINED 6, 7, 8 4435 FOMENTO ECONOMICO MEX-SP ADR EQUITY 344419106 709 20,510 SH DEFINED 1 20,510 FOOT LOCKER INC EQUITY 344849104 19 1,232 SH DEFINED 1 1,232 FOOT LOCKER INC EQUITY 344849104 554 35,400 SH DEFINED 6, 7, 8 35400 FOOT LOCKER INC EQUITY 344849104 3867 247,100 SH DEFINED 2 247100 FOOT LOCKER INC COM EQUITY 344849104 58558 3,741,754 SH Sole 3 3514964 226790 FOOTSTAR INC EQUITY 344912100 184 5,887 SH DEFINED 6, 7, 8 5887 FOOTSTAR, INC. EQUITY 344912100 194 6,184 SH DEFINED 1 6,184 FORD MOTOR CO. EQUITY 345370860 13500 858,784 SH DEFINED 1 858,784 FORD MTR CO EQUITY 345370860 59 3,781 SH DEFINED 2 3781 FORD MTR CO DEL EQUITY 345370860 89 5,660 SH DEFINED 5 5660 FORD MTR CO DEL EQUITY 345370860 12830 816,160 SH DEFINED 6, 7, 8 816160 FOREST CITY ENTERPRISES I EQUITY 345550107 318 8,211 SH DEFINED 6, 7, 8 8211 FOREST CITY ENTERPRISES, INC. CLASS A EQUITY 345550107 333 8,595 SH DEFINED 1 8,595 FOREST LABORATORIES, INC. EQUITY 345838106 6514 79,490 SH DEFINED 1 79,490 FOREST LABS INC EQUITY 345838106 46 560 SH DEFINED 5 560 FOREST LABS INC EQUITY 345838106 6164 75,220 SH DEFINED 6, 7, 8 75220 FOREST LABS INC EQUITY 345838106 9631 124,575 SH DEFINED 2 124575 FOREST OIL CORP EQUITY 346091705 1611 57,091 SH DEFINED 1 57,091 FOREST OIL CORP EQUITY 346091705 1602 56,800 SH DEFINED 6, 7, 8 56800 FORRESTER RESEARCH, INC. EQUITY 346563109 80 3,958 SH DEFINED 1 3,958 FORRESTER RESH INC EQUITY 346563109 77 3,812 SH DEFINED 6, 7, 8 3812 FORTUNE BRANDS INC EQUITY 349631101 18 460 SH DEFINED 5 460 FORTUNE BRANDS INC EQUITY 349631101 2487 62,830 SH DEFINED 6, 7, 8 62830 FORTUNE BRANDS, INC. EQUITY 349631101 2673 67,509 SH DEFINED 1 67,509 FORWARD AIR CORP EQUITY 349853101 160 4,731 SH DEFINED 1 4,731 FORWARD AIR CORP EQUITY 349853101 285 8,400 SH DEFINED 6, 7, 8 8400 FOSSIL INC EQUITY 349882100 78 3,694 SH DEFINED 6, 7, 8 3694 FOSSIL, INC. EQUITY 349882100 81 3,853 SH DEFINED 1 3,853 FOUNDRY NETWORKS INC EQUITY 35063R100 8 994 SH DEFINED 1 994 FOUNDRY NETWORKS INC EQUITY 35063R100 49 6,025 SH DEFINED 6, 7, 8 6025 FOURTHSTAGE TECH (APERIAN) EQUITY 35112T107 24 111,111 SH DEFINED 1 111,111 FOURTHSTAGE TECHNOLOGIES INC EQUITY 35112T107 24 111,112 SH DEFINED 1 111,112

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FOX ENTMT GROUP INC EQUITY 35138T107 21434 807,900 SH DEFINED 2 807900 FPL Group Inc EQUITY 302571104 2820 50,000 SH DEFINED 4 50,000 FPL GROUP INC EQUITY 302571104 31 550 SH DEFINED 5 550 FPL GROUP INC EQUITY 302571104 4196 74,400 SH DEFINED 6, 7, 8 74400 FPL GROUP, INC. EQUITY 302571104 4507 79,917 SH DEFINED 1 79,917 FRANKLIN ELEC INC EQUITY 353514102 102 1,238 SH DEFINED 6, 7, 8 1238 FRANKLIN ELECTRIC CO., INC. EQUITY 353514102 107 1,300 SH DEFINED 1 1,300 FRANKLIN RES INC EQUITY 354613101 29 820 SH DEFINED 5 820 FRANKLIN RES INC EQUITY 354613101 3891 110,320 SH DEFINED 6, 7, 8 110320 FRANKLIN RESOURCES, INC. EQUITY 354613101 4155 117,792 SH DEFINED 1 117,792 FREDDIE MAC EQUITY 313400301 49310 753,974 SH DEFINED 1 753,974 Freddie Mac EQUITY 313400301 654 10,000 SH DEFINED 4 10,000 FREDS INC EQUITY 356108100 148 3,610 SH DEFINED 6, 7, 8 3610 FRED'S INC. EQUITY 356108100 155 3,789 SH DEFINED 1 3,789 FREEMARKETS INC EQUITY 356602102 222 9,274 SH DEFINED 1 9,274 FREEMARKETS INC EQUITY 356602102 213 8,885 SH DEFINED 6, 7, 8 8885 FREEPORT-MCMORAN COPPER & EQUITY 35671D857 6 450 SH DEFINED 5 450 FREEPORT-MCMORAN COPPER & EQUITY 35671D857 1150 85,890 SH DEFINED 6, 7, 8 85890 FREEPORT-MCMORAN COPPER & GOLD CLASS EQUITY 35671D857 1212 90,481 SH DEFINED 1 90,481 FREMONT GEN CORP EQUITY 357288109 144 18,360 SH DEFINED 6, 7, 8 18360 FREMONT GENERAL CORP. EQUITY 357288109 150 19,232 SH DEFINED 1 19,232 FRIEDMAN BILLINGS RAMSEY EQUITY 358433100 40 7,647 SH DEFINED 6, 7, 8 7647 FRIEDMAN BILLINGS RAMSEY-A EQUITY 358433100 40 7,799 SH DEFINED 1 7,799 FRIEDMANS INC EQUITY 358438109 37 4,403 SH DEFINED 6, 7, 8 4403 FRIEDMAN'S, INC., CLASS A EQUITY 358438109 40 4,773 SH DEFINED 1 4,773 FRONTIER AIRLINES INC NEW EQUITY 359065109 138 8,145 SH DEFINED 6, 7, 8 8145 FRONTIER AIRLINES, INC. EQUITY 359065109 147 8,649 SH DEFINED 1 8,649 FRONTIER FINANCIAL CORP. EQUITY 35907K105 142 5,421 SH DEFINED 1 5,421 FRONTIER FINL CORP WASH EQUITY 35907K105 137 5,223 SH DEFINED 6, 7, 8 5223 FRONTIER OIL CORP EQUITY 35914P105 124 7,469 SH DEFINED 6, 7, 8 7469 FRONTIER OIL CORP. EQUITY 35914P105 130 7,794 SH DEFINED 1 7,794 FRONTLINE CAP GROUP EQUITY 35921N101 1 9,012 SH DEFINED 6, 7, 8 9012 FRONTLINE CAPITAL GROUP EQUITY 35921N101 1 9,012 SH DEFINED 1 9,012 FSI INTERNATIONAL, INC. EQUITY 302633102 81 8,782 SH DEFINED 1 8,782 FSI INTL INC EQUITY 302633102 77 8,355 SH DEFINED 6, 7, 8 8355 FTD COM INC EQUITY 30265F103 16 2,331 SH DEFINED 6, 7, 8 2331 FTD.COM INC (USD) EQUITY 30265F103 16 2,331 SH DEFINED 1 2,331 FTI CONSULTING INC EQUITY 302941109 93 2,821 SH DEFINED 1 2,821 FTI CONSULTING INC EQUITY 302941109 88 2,668 SH DEFINED 6, 7, 8 2668 FUELCELL ENERGY INC EQUITY 35952H106 179 9,867 SH DEFINED 1 9,867 FUELCELL ENERGY INC EQUITY 35952H106 172 9,470 SH DEFINED 6, 7, 8 9470 FULLER H B CO EQUITY 359694106 1251 43,496 SH DEFINED 6, 7, 8 43496 FULTON FIN CORP EQUITY 360271100 14 661 SH DEFINED 1 661 FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 2506 78,276 SH DEFINED 1 78,276 FURNITURE BRANDS INTL COM EQUITY 360921100 50406 1,574,215 SH Sole 3 1546415 27800 FURNITURE BRANDS INTL INC EQUITY 360921100 2833 88,475 SH DEFINED 6, 7, 8 88475 G & K SERVICES, INC. CLASS A EQUITY 361268105 225 6,957 SH DEFINED 1 6,957 G & K SVCS INC EQUITY 361268105 214 6,636 SH DEFINED 6, 7, 8 6636 G A P INC EQUITY 364760108 62 4,435 SH DEFINED 2 4435 GABELLI ASSET MANAGEMENT, INC. EQUITY 36239Y102 70 1,614 SH DEFINED 1 1,614

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GABELLI ASSET MGMT INC EQUITY 36239Y102 66 1,519 SH DEFINED 6, 7, 8 1519 GABLES RESIDENTIAL TR EQUITY 362418105 231 7,804 SH DEFINED 6, 7, 8 7804 GABLES RESIDENTIAL TR SH BEN I EQUITY 362418105 2116 71,500 SH Sole 3 71500 GABLES RESIDENTIAL TRUST EQUITY 362418105 241 8,127 SH DEFINED 1 8,127 Gables Residential Trust EQUITY 362418105 1036 35,000 SH DEFINED 4 35,000 GALEN HOLDINGS - ADR EQUITY 363240102 5297 128,575 SH DEFINED 1 128,575 GALLAGHER ARTHUR J & CO EQUITY 363576109 3549 102,900 SH DEFINED 6, 7, 8 102900 GALLAGHER, ARTHUR J & CO EQUITY 363576109 19477 564,726 SH DEFINED 1 564,726 GANNETT CO., INC. EQUITY 364730101 13840 205,865 SH DEFINED 1 205,865 GANNETT INC EQUITY 364730101 56 830 SH DEFINED 5 830 GANNETT INC EQUITY 364730101 13421 199,630 SH DEFINED 6, 7, 8 199630 GAP INC EQUITY 364760108 4182 300,000 SH DEFINED 2 300000 GAP INC DEL EQUITY 364760108 38 2,700 SH DEFINED 5 2700 GAP INC DEL EQUITY 364760108 5083 364,620 SH DEFINED 6, 7, 8 364620 GAP, INC. EQUITY 364760108 5366 384,932 SH DEFINED 1 384,932 GARAN INC EQUITY 364802108 347 8,157 SH DEFINED 1 8,157 GARAN INC EQUITY 364802108 49 1,157 SH DEFINED 6, 7, 8 1157 GARDNER DENVER INC EQUITY 365558105 105 4,687 SH DEFINED 6, 7, 8 4687 GARDNER DENVER, INC. EQUITY 365558105 108 4,850 SH DEFINED 1 4,850 GARTNER INC EQUITY 366651206 1169 104,400 SH DEFINED 6, 7, 8 104400 GARTNER INC EQUITY 366651107 268 22,967 SH DEFINED 6, 7, 8 22967 GARTNER INC. EQUITY 366651206 1169 104,400 SH DEFINED 1 104,400 GARTNER INC. CLASS A EQUITY 366651107 283 24,173 SH DEFINED 1 24,173 Gateway EQUITY 367626108 402 50,000 SH DEFINED 4 50,000 GATEWAY INC EQUITY 367626108 8 1,010 SH DEFINED 5 1010 GATEWAY INC EQUITY 367626108 1102 137,020 SH DEFINED 6, 7, 8 137020 GATEWAY, INC. EQUITY 367626108 1177 146,334 SH DEFINED 1 146,334 GATX CORP EQUITY 361448103 1925 59,200 SH DEFINED 6, 7, 8 59200 GATX CORP. EQUITY 361448103 1937 59,550 SH DEFINED 1 59,550 GAYLORD ENTERTAINMENT CO. EQUITY 367905106 180 7,325 SH DEFINED 1 7,325 GAYLORD ENTMT CO NEW EQUITY 367905106 172 6,978 SH DEFINED 6, 7, 8 6978 GBC BANCORP EQUITY 361475106 79 2,678 SH DEFINED 1 2,678 GBC BANCORP CALIF EQUITY 361475106 74 2,515 SH DEFINED 6, 7, 8 2515 GCI, INC. EQUITY 369385109 99 11,634 SH DEFINED 1 11,634 GEMSTAR-TV GUIDE INTERNATIONAL EQUITY 36866W106 7601 274,400 SH DEFINED 1 274,400 GEMSTAR-TV GUIDE INTL INC EQUITY 36866W106 270 9,730 SH DEFINED 6, 7, 8 9730 GENAISSANCE PHARMACEUTICA EQUITY 36867W105 24 5,177 SH DEFINED 6, 7, 8 5177 GENAISSANCE PHARMACEUTICALS EQUITY 36867W105 25 5,306 SH DEFINED 1 5,306 GenAmerica Capital I 8.525% CORPBOND 36867NAA3 3048 3,000,000 PRN DEFINED 4 3,000,000 GENCORP INC EQUITY 368682100 143 10,111 SH DEFINED 6, 7, 8 10111 GENCORP, INC. EQUITY 368682100 149 10,585 SH DEFINED 1 10,585 GENE LOGIC INC EQUITY 368689105 144 7,661 SH DEFINED 6, 7, 8 7661 GENE LOGIC, INC. EQUITY 368689105 152 8,044 SH DEFINED 1 8,044 GENELABS TECHNOLOGIES INC EQUITY 368706107 21 11,509 SH DEFINED 6, 7, 8 11509 GENELABS TECHNOLOGIES, INC. EQUITY 368706107 23 12,210 SH DEFINED 1 12,210 GENENCOR INTERNATIONAL INC EQUITY 368709101 48 3,034 SH DEFINED 1 3,034 GENENCOR INTL INC EQUITY 368709101 45 2,844 SH DEFINED 6, 7, 8 2844 GENENTECH INC EQUITY 368710406 1664 30,670 SH DEFINED 6, 7, 8 30670 GENENTECH INC EQUITY 368710406 139 2,560 SH DEFINED 2 2560 GENENTECH INC EQUITY 368710406 23048 424,850 SH DEFINED 2 424850

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GENENTECH, INC. EQUITY 368710406 1737 32,010 SH DEFINED 1 32,010 GENERAL CABLE CORP DEL NE EQUITY 369300108 135 10,284 SH DEFINED 6, 7, 8 10284 GENERAL CABLE CORP. EQUITY 369300108 140 10,722 SH DEFINED 1 10,722 GENERAL COMMUNICATION CL A EQUITY 369385109 14578 1,708,980 SH Sole 3 1701300 7680 GENERAL COMMUNICATION INC EQUITY 369385109 95 11,080 SH DEFINED 6, 7, 8 11080 General Dynamics EQUITY 369550108 2708 34,000 SH DEFINED 4 34,000 GENERAL DYNAMICS CORP EQUITY 369550108 50 630 SH DEFINED 5 630 GENERAL DYNAMICS CORP EQUITY 369550108 6797 85,350 SH DEFINED 6, 7, 8 85350 GENERAL DYNAMICS CORP COM EQUITY 369550108 3186 40,000 SH Sole 3 40000 GENERAL DYNAMICS CORP. EQUITY 369550108 7218 90,634 SH DEFINED 1 90,634 GENERAL ELEC CO EQUITY 369604103 216 5,400 SH DEFINED 2 5400 General Elec Co EQUITY 369604103 3407 85,000 SH DEFINED 4 85,000 GENERAL ELEC CO EQUITY 369604103 1244 31,030 SH DEFINED 5 31030 GENERAL ELEC CO EQUITY 369604103 194966 4,864,424 SH DEFINED 6, 7, 8 4864424 GENERAL ELEC CO EQUITY 369604103 52366 1,306,539 SH DEFINED 2 1306539 GENERAL ELECTRIC CO. EQUITY 369604103 283160 7,064,871 SH DEFINED 1 7,064,871 GENERAL GROWTH PPTYS EQUITY 370021107 27478 63,427 SH Sole 3 586100 122100 GENERAL GROWTH PROPE EQUITY 370021107 17 449 SH DEFINED 1 449 GENERAL MILLS, INC. EQUITY 370334104 8465 162,755 SH DEFINED 1 162,755 GENERAL MLS INC EQUITY 370334104 59 1,140 SH DEFINED 5 1140 GENERAL MLS INC EQUITY 370334104 8010 154,010 SH DEFINED 6, 7, 8 154010 General Motors CORPBOND 370442AV7 7381 7,500,000 PRN DEFINED 4 7,500,000 GENERAL MOTORS CORP. EQUITY 370442105 13508 277,943 SH DEFINED 1 277,943 GENERAL MTRS CORP EQUITY 370442105 34 700 SH DEFINED 2 700 GENERAL MTRS CORP EQUITY 370442105 85 1,740 SH DEFINED 5 1740 GENERAL MTRS CORP EQUITY 370442105 12872 264,860 SH DEFINED 6, 7, 8 264860 GENERAL MTRS CORP EQUITY 370442105 8920 349,708 SH DEFINED 2 349708 GENESCO INC EQUITY 371532102 233 11,213 SH DEFINED 6, 7, 8 11213 GENESCO, INC. EQUITY 371532102 136 6,567 SH DEFINED 1 6,567 GENESISINTERMEDIA INC EQUITY 37184Y105 23 3,827 SH DEFINED 1 3,827 GENESISINTERMEDIA INC EQUITY 37184Y105 0 3,378 SH DEFINED 6, 7, 8 3378 GENLYTE GROUP INC EQUITY 372302109 113 3,795 SH DEFINED 6, 7, 8 3795 GENOME THERAPEUTICS EQUITY 372430108 47 6,950 SH DEFINED 1 6,950 GENOME THERAPEUTICS CORP EQUITY 372430108 44 6,530 SH DEFINED 6, 7, 8 6530 GENSTAR THERAPEUTICS CORP EQUITY 37248D105 8 3,247 SH DEFINED 1 3,247 GENSTAR THERAPEUTICS CORP EQUITY 37248D105 8 3,247 SH DEFINED 6, 7, 8 3247 GENTA INC EQUITY 37245M207 88 6,196 SH DEFINED 1 6,196 GENTA INC EQUITY 37245M207 9741 684,546 SH Sole 3 666946 17600 GENTA INC EQUITY 37245M207 84 5,892 SH DEFINED 6, 7, 8 5892 GENTEK INC EQUITY 37245X104 32 18,880 SH DEFINED 6, 7, 8 18880 GENTEK, INC. EQUITY 37245X104 2 1,279 SH DEFINED 1 1,279 GENTEX CORP EQUITY 371901109 2591 96,935 SH DEFINED 6, 7, 8 96935 GENTEX CORP. EQUITY 371901109 2464 92,193 SH DEFINED 1 92,193 GENTIVA HEALTH SERVICES EQUITY 37247A102 123 5,587 SH DEFINED 1 5,587 GENTIVA HEALTH SERVICES I EQUITY 37247A102 117 5,314 SH DEFINED 6, 7, 8 5314 GENUINE PARTS CO EQUITY 372460105 20 540 SH DEFINED 5 540 GENUINE PARTS CO EQUITY 372460105 2689 73,270 SH DEFINED 6, 7, 8 73270 GENUINE PARTS CO EQUITY 372460105 8095 216,743 SH DEFINED 2 216743 GENUINE PARTS CO. EQUITY 372460105 2890 78,739 SH DEFINED 1 78,739 GENUITY INC EQUITY 37248E103 77 48,731 SH DEFINED 1 48,731

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GENUITY INC EQUITY 37248E103 71 44,762 SH DEFINED 6, 7, 8 44762 GENVEC INC EQUITY 37246C109 769 155,300 SH DEFINED 2 155300 GENZYME CORP EQUITY 372917104 40 660 SH DEFINED 5 660 GENZYME CORP EQUITY 372917708 63 11,831 SH DEFINED 6, 7, 8 11831 GENZYME CORP EQUITY 372917104 5729 95,710 SH DEFINED 6, 7, 8 95710 GENZYME CORP EQUITY 372917500 35 4,346 SH DEFINED 6, 7, 8 4346 GENZYME TRANSGENICS CORP EQUITY 37246E105 35 6,026 SH DEFINED 1 6,026 GENZYME TRANSGENICS CORP EQUITY 37246E105 34 5,861 SH DEFINED 6, 7, 8 5861 GENZYME-MOLECULAR ONCOLOGY- EQUITY 372917104 7424 128,047 SH DEFINED 1 128,047 GENZYME-MOLECULAR ONCOLOGY- BIOSURGER EQUITY 372917708 65 12,233 SH DEFINED 1 12,233 GEORGIA GULF CORP EQUITY 373200203 352 19,013 SH DEFINED 6, 7, 8 19013 GEORGIA GULF CORP EQUITY 373200203 7400 400,000 SH DEFINED 2 400000 GEORGIA GULF CORP. EQUITY 373200203 141 7,602 SH DEFINED 1 7,602 GEORGIA PAC CORP EQUITY 373298108 58 2,085 SH DEFINED 2 2085 GEORGIA PAC CORP EQUITY 373298108 20 720 SH DEFINED 5 720 GEORGIA PAC CORP EQUITY 373298108 3178 115,120 SH DEFINED 6, 7, 8 115120 GEORGIA PAC CORP EQUITY 373298108 6229 225,600 SH DEFINED 2 225600 Georgia Pacific CORPBOND 373298BJ6 4675 5,000,000 PRN DEFINED 4 5,000,000 Georgia Pacific CORPBOND 373398BN7 840 1,000,000 PRN DEFINED 4 1,000,000 GEORGIA-PACIFIC CORP. EQUITY 373298108 3377 122,302 SH DEFINED 1 122,302 GERBER SCIENTIFIC INC EQUITY 373730100 55 5,955 SH DEFINED 6, 7, 8 5955 GERBER SCIENTIFIC, INC. EQUITY 373730100 57 6,147 SH DEFINED 1 6,147 GERDAU SA-SPON ADR EQUITY 373737105 136 14,000 SH DEFINED 1 14,000 GERMAN AMERICAN BANCORP EQUITY 373865104 54 3,306 SH DEFINED 1 3,306 GERMAN AMERN BANCORP EQUITY 373865104 49 3,039 SH DEFINED 6, 7, 8 3039 GERON CORP EQUITY 374163103 52 5,979 SH DEFINED 1 5,979 GERON CORP EQUITY 374163103 49 5,594 SH DEFINED 6, 7, 8 5594 GETTY IMAGES INC EQUITY 374276103 404 17,601 SH DEFINED 6, 7, 8 17601 GETTY IMAGES, INC. EQUITY 374276103 244 10,617 SH DEFINED 1 10,617 GETTY REALTY CORP. EQUITY 374297109 9370 497,108 SH DEFINED 1 497,108 GETTY RLTY CORP NEW EQUITY 374297109 61 3,217 SH DEFINED 6, 7, 8 3217 GIBRALTAR STEEL CORP. EQUITY 37476F103 33 1,890 SH DEFINED 1 1,890 GIBRALTAR STL CORP EQUITY 37476F103 31 1,744 SH DEFINED 6, 7, 8 1744 GILEAD SCIENCES INC EQUITY 375558103 7897 120,165 SH DEFINED 6, 7, 8 120165 GILEAD SCIENCES INC EQUITY 375558103 204 3,100 SH DEFINED 2 3100 GILEAD SCIENCES, INC. EQUITY 375558103 7879 119,886 SH DEFINED 1 119,886 GILLETTE CO EQUITY 375766102 110 3,300 SH DEFINED 5 3300 GILLETTE CO EQUITY 375766102 15403 461,180 SH DEFINED 6, 7, 8 461180 GILLETTE CO. EQUITY 375766102 16309 488,307 SH DEFINED 1 488,307 GLACIER BANCORP INC NEW EQUITY 37637Q105 90 4,320 SH DEFINED 6, 7, 8 4320 GLACIER BANCORP, INC. EQUITY 37637Q105 94 4,505 SH DEFINED 1 4,505 GLADSTONE CAP CORP EQUITY 376535100 2427 147,200 SH DEFINED 2 147200 GLATFELTER EQUITY 377316104 872 55,974 SH DEFINED 6, 7, 8 55974 GLATFELTER, P.H. CO. EQUITY 377316104 875 56,174 SH DEFINED 1 56,174 GLAXO PLC EQUITY 37733W105 78 1,575 SH DEFINED 2 1575 GLAXOSMITHKLINE PLC EQUITY 37733W105 1490 29,900 SH DEFINED 6, 7, 8 29900 GLAXOSMITHKLINE PLC ADS EQUITY 37733W105 1490 29,900 SH DEFINED 1 29,900 GLENBOROUGH REALITY TRUST, INC EQUITY 37803P105 128 6,620 SH DEFINED 1 6,620 GLENBOROUGH RLTY TR INC EQUITY 37803P105 406 20,940 SH DEFINED 6, 7, 8 20940 GLIMCHER REALITY TRUST EQUITY 379302102 2198 116,744 SH DEFINED 1 116,744

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ Glimcher Realty Trust EQUITY 379302102 847 45,000 SH DEFINED 4 45,000 GLIMCHER RLTY TR EQUITY 379302102 151 8,025 SH DEFINED 6, 7, 8 8025 GLIMCHER RLTY TR SH BEN INT EQUITY 379302102 1533 81,400 SH Sole 3 81400 GLOBAL CROSSING LTD EQUITY G3921A100 23 27,155 SH DEFINED 6, 7, 8 27155 GLOBAL CROSSING LTD. EQUITY G3921A100 23 27,155 SH DEFINED 1 27,155 GLOBAL IMAGING SYSTEMS EQUITY 37934A100 31 2,048 SH DEFINED 6, 7, 8 2048 GLOBAL IMAGING SYSTEMS, INC. EQUITY 37934A100 31 2,048 SH DEFINED 1 2,048 GLOBAL INDS LTD EQUITY 379336100 239 26,810 SH DEFINED 6, 7, 8 26810 GLOBAL INDUSTRIES LT EQUITY 379336100 4 458 SH DEFINED 1 458 GLOBAL PAYMENTS INC. EQUITY 37940X102 371 10,771 SH DEFINED 1 10,771 GLOBAL PMTS INC EQUITY 37940X102 354 10,289 SH DEFINED 6, 7, 8 10289 GLOBAL POWER EQUIPME EQUITY 37941P108 2 101 SH DEFINED 1 101 GLOBAL SPORTS INC EQUITY 37937A107 75 3,760 SH DEFINED 6, 7, 8 3760 GLOBAL SPORTS, INC. EQUITY 37937A107 81 4,041 SH DEFINED 1 4,041 GLOBALSANTAFE CORPORATION EQUITY G3930E101 3371 118,189 SH DEFINED 2 118189 GLOBESPAN VIRATA INC EQUITY 37957V106 414 31,954 SH DEFINED 1 31,954 GOLD BANC CORP INC EQUITY 379907108 69 9,695 SH DEFINED 6, 7, 8 9695 GOLD BANK CORP., INC. EQUITY 379907108 73 10,317 SH DEFINED 1 10,317 GOLDEN ST BANCORP INC EQUITY 381197102 5736 219,360 SH DEFINED 6, 7, 8 219360 GOLDEN STAE BANCORP, INC. EQUITY 381197102 5001 191,229 SH DEFINED 1 191,229 GOLDEN TELECOM INC EQUITY 38122G107 35 3,041 SH DEFINED 1 3,041 GOLDEN TELECOM INC EQUITY 38122G107 35 2,980 SH DEFINED 6, 7, 8 2980 GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 4668 79,325 SH DEFINED 1 79,325 GOLDEN WEST FINL CORP DEL EQUITY 381317106 29 490 SH DEFINED 5 490 GOLDEN WEST FINL CORP DEL EQUITY 381317106 4391 74,620 SH DEFINED 6, 7, 8 74620 GOLDMAN SACHS GROUP INC EQUITY 38141G104 32458 349,950 SH DEFINED 1 349,950 GOLDMAN SACHS GROUP INC EQUITY 38141G104 329 3,550 SH DEFINED 2 3550 GOODRICH CORP EQUITY 382388106 9 320 SH DEFINED 5 320 GOODRICH CORP EQUITY 382388106 1147 43,080 SH DEFINED 6, 7, 8 43080 GOODRICH CORP. EQUITY 382388106 1230 46,188 SH DEFINED 1 46,188 GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 1760 73,901 SH DEFINED 1 73,901 GOODYEAR TIRE & RUBR CO EQUITY 382550101 12 510 SH DEFINED 5 510 GOODYEAR TIRE & RUBR CO EQUITY 382550101 1642 68,970 SH DEFINED 6, 7, 8 68970 GORMAN RUPP CO EQUITY 383082104 62 2,307 SH DEFINED 6, 7, 8 2307 GORMAN RUPP CO COM EQUITY 383082104 66 2,469 SH DEFINED 1 2,469 GRACE W R & CO DEL NEW EQUITY 38388F108 79 51,250 SH DEFINED 6, 7, 8 51250 GRACE, W.R. & CO. EQUITY 38388F108 79 51,250 SH DEFINED 1 51,250 GRACO INC EQUITY 384109104 349 8,935 SH DEFINED 6, 7, 8 8935 GRACO, INC. EQUITY 384109104 368 9,426 SH DEFINED 1 9,426 GRAINGER W W INC EQUITY 384802104 14 290 SH DEFINED 5 290 GRAINGER W W INC EQUITY 384802104 1896 39,500 SH DEFINED 6, 7, 8 39500 GRANITE CONSTR INC EQUITY 387328107 1436 59,635 SH DEFINED 6, 7, 8 59635 GRANITE CONSTRUCTION, INC. EQUITY 387328107 1448 60,145 SH DEFINED 1 60,145 GRANT PRIDE INC EQUITY 38821G101 1551 134,900 SH DEFINED 2 134900 GRANT PRIDECO INC EQUITY 38821G101 1538 133,776 SH DEFINED 1 133,776 GRANT PRIDECO INC EQUITY 38821G101 157 13,625 SH DEFINED 2 13625 GRANT PRIDECO INC EQUITY 38821G101 1528 132,900 SH DEFINED 6, 7, 8 132900 GRAY COMMUNICATIONS SYS I EQUITY 389190109 41 2,962 SH DEFINED 6, 7, 8 2962 GRAY COMMUNICATIONS SYSTEMS EQUITY 389190109 41 2,962 SH DEFINED 1 2,962 GREAT AMERICAN FINANCIAL RES EQUITY 389915109 35 1,849 SH DEFINED 1 1,849

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GREAT AMERN FINL RES INC EQUITY 389915109 35 1,849 SH DEFINED 6, 7, 8 1849 GREAT ATLANTIC & PAC TEA EQUITY 390064103 148 6,203 SH DEFINED 6, 7, 8 6203 GREAT ATLANTIC & PACIFIC TEA EQUITY 390064103 155 6,499 SH DEFINED 1 6,499 GREAT LAKES CHEM CORP EQUITY 390568103 4 160 SH DEFINED 5 160 GREAT LAKES CHEM CORP EQUITY 390568103 514 21,180 SH DEFINED 6, 7, 8 21180 GREAT LAKES CHEM CORP. EQUITY 390568103 551 22,695 SH DEFINED 1 22,695 GREAT LAKES REIT INC EQUITY 390752103 62 3,884 SH DEFINED 6, 7, 8 3884 GREAT LAKES REIT, INC. EQUITY 390752103 65 4,084 SH DEFINED 1 4,084 GREAT PLAINS ENERGY INC EQUITY 391164100 3001 93,441 SH DEFINED 1 75,597 GREAT PLAINS ENERGY INC EQUITY 391164100 1895 75,200 SH DEFINED 6, 7, 8 75200 GREAT SOUTHERN BANCORP, INC. EQUITY 390905107 51 1,675 SH DEFINED 1 1,675 GREAT SOUTHN BANCORP INC EQUITY 390905107 51 1,675 SH DEFINED 6, 7, 8 1675 GREATER BAY BANCORP EQUITY 391648102 2176 76,150 SH DEFINED 1 76,150 GREATER BAY BANCORP EQUITY 391648102 2489 87,077 SH DEFINED 6, 7, 8 87077 GREEN MOUNTAIN COFFEE INC EQUITY 393122106 38 1,391 SH DEFINED 1 1,391 GREEN MTN COFFEE INC EQUITY 393122106 36 1,304 SH DEFINED 6, 7, 8 1304 GREENPOINT FINANCIAL CORP. EQUITY 395384100 5937 166,075 SH DEFINED 1 166,075 GREENPOINT FINL CORP EQUITY 395384100 5913 165,402 SH DEFINED 6, 7, 8 165402 GREIF BROS CORP EQUITY 397624107 137 4,147 SH DEFINED 6, 7, 8 4147 GREIF BROTHERS CORP., CLASS A EQUITY 397624107 144 4,366 SH DEFINED 1 4,366 GREY GLOBAL GROUP INC EQUITY 39787M108 151 227 SH DEFINED 1 227 GREY GLOBAL GROUP INC EQUITY 39787M108 142 213 SH DEFINED 6, 7, 8 213 GREY WOLF INC EQUITY 397888108 122 41,012 SH DEFINED 6, 7, 8 41012 GREY WOLF INC COM EQUITY 397888108 2200 740,700 SH Sole 3 740700 GREY WOLF, INC. EQUITY 397888108 127 42,827 SH DEFINED 1 42,827 GRIFFON CORP EQUITY 398433102 128 8,526 SH DEFINED 6, 7, 8 8526 GRIFFON CORP. EQUITY 398433102 133 8,856 SH DEFINED 1 8,856 GROUP 1 AUTOMOTIVE INC EQUITY 398905109 133 4,675 SH DEFINED 6, 7, 8 4675 GROUP 1 AUTOMOTIVE, INC. EQUITY 398905109 140 4,911 SH DEFINED 1 4,911 GRUPO AEROPORTUARIO SUR ADR EQUITY 40051E202 836 54,300 SH DEFINED 1 54,300 GRUPO IUSACELL-ADR V EQUITY 40050B100 1445 363,992 SH DEFINED 1 363,992 Grupo Televisa S.A. GDR (ADR) EQUITY 40049J206 3720 86,140 SH DEFINED 1 86,140 GT GROUP TELECOM INC CL B EQUITY 362359408 38 35,000 SH DEFINED 1 35,000 GT GROUP TELECOM INC. EQUITY 362359408 38 35,000 SH DEFINED 1 35,000 GTECH HLDGS CORP EQUITY 400518106 3326 73,434 SH DEFINED 6, 7, 8 73434 GTECH HOLDINGS CORP. EQUITY 400518106 1956 43,188 SH DEFINED 1 43,188 GUESS INC EQUITY 401617105 19 2,526 SH DEFINED 6, 7, 8 2526 GUESS? INC EQUITY 401617105 19 2,549 SH DEFINED 1 2,549 GUIDANT CORP EQUITY 401698105 47 950 SH DEFINED 5 950 GUIDANT CORP EQUITY 401698105 7313 146,840 SH DEFINED 6, 7, 8 146840 GUIDANT CORP. EQUITY 401698105 7877 158,181 SH DEFINED 1 158,181 GUILFORD PHARMACEUTICALS EQUITY 401829106 84 7,041 SH DEFINED 6, 7, 8 7041 GUILFORD PHARMACEUTICALS INC EQUITY 401829106 89 7,428 SH DEFINED 1 7,428 GUITAR CENTER, INC. EQUITY 402040109 69 5,072 SH DEFINED 1 5,072 GUITAR CTR MGMT INC EQUITY 402040109 66 4,813 SH DEFINED 6, 7, 8 4813 GULF ISLAND FABRICATION I EQUITY 402307102 89 7,097 SH DEFINED 6, 7, 8 7097 GULF ISLAND FABRICATION, INC. EQUITY 402307102 29 2,351 SH DEFINED 1 2,351 GULFMARK OFFSHORE INC EQUITY 402629109 37 1,311 SH DEFINED 6, 7, 8 1311 GULFMARK OFFSHORE, INC. EQUITY 402629109 41 1,455 SH DEFINED 1 1,455 GYMBOREE CORP EQUITY 403777105 102 8,552 SH DEFINED 6, 7, 8 8552

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GYMBOREE CORP. EQUITY 403777105 108 9,093 SH DEFINED 1 9,093 H J HEINZ CO. EQUITY 423074103 6856 166,736 SH DEFINED 1 166,736 H POWER CORP EQUITY 40427A108 24 7,731 SH DEFINED 1 7,731 H POWER CORP EQUITY 40427A108 23 7,513 SH DEFINED 6, 7, 8 7513 H.B. FULLER CO. EQUITY 359694106 1264 43,936 SH DEFINED 1 43,936 HAEMONETICS CORP EQUITY 405024100 193 5,700 SH DEFINED 6, 7, 8 5700 HAEMONETICS CORP. EQUITY 405024100 203 5,974 SH DEFINED 1 5,974 HAIN CELESTIAL GROUP INC EQUITY 405217100 197 7,171 SH DEFINED 1 7,171 HAIN CELESTIAL GROUP INC EQUITY 405217100 188 6,857 SH DEFINED 6, 7, 8 6857 HALLIBURTON CO EQUITY 406216101 18 1,340 SH DEFINED 5 1340 HALLIBURTON CO EQUITY 406216101 3050 232,790 SH DEFINED 6, 7, 8 232790 HALLIBURTON CO. EQUITY 406216101 3182 242,893 SH DEFINED 1 242,893 HALLIBURTON COMPANY EQUITY 406216101 58 4,425 SH DEFINED 2 4425 HANCOCK FABRICS INC EQUITY 409900107 67 5,093 SH DEFINED 6, 7, 8 5093 HANCOCK FABRICS, INC. EQUITY 409900107 71 5,403 SH DEFINED 1 5,403 HANCOCK HLDG CO EQUITY 410120109 106 2,454 SH DEFINED 6, 7, 8 2454 HANCOCK HOLDING CO. EQUITY 410120109 110 2,554 SH DEFINED 1 2,554 HANCOCK JOHN FINL SVCS IN EQUITY 41014S106 38 930 SH DEFINED 5 930 HANCOCK JOHN FINL SVCS IN EQUITY 41014S106 9805 237,400 SH DEFINED 6, 7, 8 237400 HANDLEMAN CO DEL EQUITY 410252100 119 8,004 SH DEFINED 6, 7, 8 8004 HANDLEMAN CO. EQUITY 410252100 125 8,414 SH DEFINED 1 8,414 HANDSPRING INC EQUITY 410293104 41 6,062 SH DEFINED 1 6,062 HANDSPRING INC EQUITY 410293104 37 5,516 SH DEFINED 6, 7, 8 5516 HANOVER COMPRESSOR CO EQUITY 410768105 20486 811,008 SH Sole 3 797908 13100 HANOVER COMPRESSOR CO EQUITY 410768105 1940 76,800 SH DEFINED 6, 7, 8 76800 HANOVER COMPRESSOR COMPANY EQUITY 410768105 1963 77,702 SH DEFINED 1 77,702 HARBOR FLA BANCSHARES INC EQUITY 411901101 120 7,069 SH DEFINED 6, 7, 8 7069 HARBOR FLORIDA BANCSHARES EQUITY 411901101 126 7,441 SH DEFINED 1 7,441 HARLAND JOHN H CO EQUITY 412693103 200 9,033 SH DEFINED 6, 7, 8 9033 HARLAND, JOHN H. CO. EQUITY 412693103 208 9,430 SH DEFINED 1 9,430 HARLEY DAVIDSON INC EQUITY 412822108 52 950 SH DEFINED 5 950 HARLEY DAVIDSON INC EQUITY 412822108 6953 128,020 SH DEFINED 6, 7, 8 128020 HARLEY DAVIDSON INC EQUITY 412822108 2786 51,300 SH DEFINED 2 51300 HARLEY-DAVIDSON FUNDING EQUITY 412822108 7348 135,289 SH DEFINED 1 135,289 HARLEYSVILLE GROUP INC EQUITY 412824104 481 20,143 SH DEFINED 6, 7, 8 20143 HARLEYSVILLE GROUP INC COM EQUITY 412824104 227 9,500 SH Sole 3 9500 HARLEYSVILLE GROUP, INC. EQUITY 412824104 234 9,814 SH DEFINED 1 9,814 HARLEYSVILLE NATIONAL CORP. EQUITY 412850109 141 5,991 SH DEFINED 1 5,991 HARLEYSVILLE NATL CORP PA EQUITY 412850109 136 5,790 SH DEFINED 6, 7, 8 5790 HARMAN INTL INDS INC EQUITY 413086109 537 11,915 SH DEFINED 6, 7, 8 11915 HARMAN INT'L INDUSTRIES, INC. EQUITY 413086109 560 12,415 SH DEFINED 1 12,415 HARMONIC INC EQUITY 413160102 197 16,418 SH DEFINED 6, 7, 8 16418 HARMONIC INC. EQUITY 413160102 206 17,124 SH DEFINED 1 17,124 HARRAH'S ENTERTAINMENT, INC. EQUITY 413619107 1889 51,044 SH DEFINED 1 51,044 HARRAHS ENTMT INC EQUITY 413619107 13 350 SH DEFINED 5 350 HARRAHS ENTMT INC EQUITY 413619107 1757 47,480 SH DEFINED 6, 7, 8 47480 HARRIS CORP DEL EQUITY 413875105 3112 102,000 SH DEFINED 6, 7, 8 102000 HARRIS CORP. EQUITY 413875105 2467 80,863 SH DEFINED 1 80,863 HARSCO CORP EQUITY 415864107 2103 61,313 SH DEFINED 6, 7, 8 61313 HARSCO CORP. EQUITY 415864107 2123 61,893 SH DEFINED 1 61,893

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HARTE-HANKS COMMUNICATIONS EQUITY 416196103 2167 76,923 SH DEFINED 1 76,923 HARTE-HANKS INC EQUITY 416196103 2158 76,600 SH DEFINED 6, 7, 8 76600 HARTFORD FINANCIAL SVCS GROUP EQUITY 416515104 7796 124,086 SH DEFINED 1 124,086 HARTFORD FINL SVCS GROUP EQUITY 416515104 48 770 SH DEFINED 5 770 HARTFORD FINL SVCS GROUP EQUITY 416515104 7433 118,310 SH DEFINED 6, 7, 8 118310 HARVARD BIOSCIENCE INC EQUITY 416906105 21 2,156 SH DEFINED 1 2,156 HARVARD BIOSCIENCE INC EQUITY 416906105 20 1,991 SH DEFINED 6, 7, 8 1991 HARVARD BIOSCIENCE INC COM EQUITY 416906105 6170 620,700 SH Sole 3 620700 HASBRO INC EQUITY 418056107 9 540 SH DEFINED 5 540 HASBRO INC EQUITY 418056107 1186 73,070 SH DEFINED 6, 7, 8 73070 HASBRO, INC. EQUITY 418056107 1270 78,245 SH DEFINED 1 78,245 HAVERTY FURNITURE COMPANIES EQUITY 419596101 87 5,267 SH DEFINED 1 5,267 HAVERTY FURNITURE INC EQUITY 419596101 84 5,083 SH DEFINED 6, 7, 8 5083 HAWAIIAN ELEC INDUSTRIES EQUITY 419870100 2075 51,525 SH DEFINED 6, 7, 8 51525 HAWAIIAN ELECTRIC INDUSTRIES, EQUITY 419870100 2095 52,014 SH DEFINED 1 52,014 HAYES LEMMERZ INTL INC EQUITY 420781106 1 5,104 SH DEFINED 1 5,104 HCA Inc CORPBOND 197677AJ6 2213 2,500,000 PRN DEFINED 4 2,500,000 HCA INC EQUITY 404119109 62 1,610 SH DEFINED 5 1610 HCA INC EQUITY 404119109 9973 258,780 SH DEFINED 6, 7, 8 258780 HCA INC. EQUITY 404119109 12067 354,283 SH DEFINED 1 354,283 HCA, Inc EQUITY 404119109 1734 45,000 SH DEFINED 4 45,000 HCC INS HLDGS INC EQUITY 404132102 2111 76,640 SH DEFINED 6, 7, 8 76640 HCC INSURANCE HOLDINGS, INC. EQUITY 404132102 2041 74,091 SH DEFINED 1 74,091 HEADWATERS INC EQUITY 42210P102 81 7,076 SH DEFINED 1 7,076 HEADWATERS INC EQUITY 42210P102 77 6,745 SH DEFINED 6, 7, 8 6745 HEALTH CARE PPTY INVS COM EQUITY 421915109 9889 273,100 SH Sole 3 209200 63900 HEALTH CARE PPTYS INVEST INC EQUITY 421915109 15 408 SH DEFINED 1 408 HEALTH CARE REIT INC EQUITY 42217K106 255 10,478 SH DEFINED 6, 7, 8 10478 HEALTH CARE REIT INC COM EQUITY 42217K106 3455 141,900 SH Sole 3 141900 HEALTH CARE REIT, INC. EQUITY 42217K106 266 10,918 SH DEFINED 1 10,918 HEALTH MANAGEMENT ASSOC. EQUITY 421933102 2061 112,026 SH DEFINED 1 112,026 HEALTH MGMT ASSOC INC NEW EQUITY 421933102 14 770 SH DEFINED 5 770 HEALTH MGMT ASSOC INC NEW EQUITY 421933102 1907 103,660 SH DEFINED 6, 7, 8 103660 HEALTH NET INC EQUITY 42222G108 3923 180,100 SH DEFINED 6, 7, 8 180100 HEALTH NET INC. CLASS A EQUITY 42222G108 3938 180,810 SH DEFINED 1 180,810 HEALTHCARE REALTY TRUST, INC. EQUITY 421946104 382 13,644 SH DEFINED 1 13,644 HEALTHCARE RLTY TR EQUITY 421946104 367 13,108 SH DEFINED 6, 7, 8 13108 HEALTHCARE RLTY TR COM EQUITY 421946104 8299 296,400 SH Sole 3 250600 45800 HEALTHEXTRAS INC EQUITY 422211102 122 21,303 SH DEFINED 1 21,303 HEALTHEXTRAS INC EQUITY 422211102 19 3,262 SH DEFINED 6, 7, 8 3262 HEALTHEXTRAS INC EQUITY 422211102 103 18041 SH DEFINED 6, 7, 8 18041 HEALTHSOUTH CORP EQUITY 421924101 2640 178,161 SH DEFINED 1 178,161 HEALTHSOUTH CORP EQUITY 421924101 18 1,230 SH DEFINED 5 1230 HEALTHSOUTH CORP EQUITY 421924101 2458 165,880 SH DEFINED 6, 7, 8 165880 HEALTHSOUTH REHABILITN COM EQUITY 421924101 9632 649,900 SH Sole 3 544400 105500 HEARST-ARGYLE TELEVI EQUITY 422317107 2 74 SH DEFINED 1 74 HEARTLAND EXPRESS INC EQUITY 422347104 125 4,502 SH DEFINED 6, 7, 8 4502 HEARTLAND EXPRESS INC EQUITY 422347104 4421 159,200 SH DEFINED 2 159200 HEARTLAND EXPRESS, INC. EQUITY 422347104 131 4,712 SH DEFINED 1 4,712 HEICO CORP NEW EQUITY 422806109 55 3,617 SH DEFINED 6, 7, 8 3617

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HEICO CORP. EQUITY 422806109 57 3,763 SH DEFINED 1 3,763 HEICO CORP-CL A EQUITY 422806208 14 SH DEFINED 1 14 HEIDRICK & STRUGGLES INTL EQUITY 422819102 101 5,580 SH DEFINED 6, 7, 8 5580 HEIDRICK & STRUGGLES INT'L EQUITY 422819102 106 5,852 SH DEFINED 1 5,852 HEINZ H J CO EQUITY 423074103 45 1,090 SH DEFINED 5 1090 HEINZ H J CO EQUITY 423074103 6511 158,330 SH DEFINED 6, 7, 8 158330 HELIX TECHNOLOGY CORP EQUITY 423319102 146 6,483 SH DEFINED 6, 7, 8 6483 HELIX TECHNOLOGY CORP. EQUITY 423319102 153 6,775 SH DEFINED 1 6,775 HELMERICH & PAYNE INC EQUITY 423452101 4094 122,660 SH DEFINED 6, 7, 8 122660 HELMERICH & PAYNE, INC. EQUITY 423452101 4109 123,103 SH DEFINED 1 123,103 HEMISPHERX BIOPHARMA INC EQUITY 42366C103 24 5,317 SH DEFINED 6, 7, 8 5317 HEMISPHERX BIOPHARMA INC. EQUITY 42366C103 24 5,317 SH DEFINED 1 5,317 HENRY JACK & ASSOC INC EQUITY 426281101 2357 107,900 SH DEFINED 6, 7, 8 107900 HENRY JACK & ASSOC INC COM EQUITY 426281101 17814 815,660 SH Sole 3 804060 11600 HENRY JACK & ASSOCIATES EQUITY 426281101 2376 108,785 SH DEFINED 1 108,785 HENRY SCHEIN INC EQUITY 806407102 1934 52,219 SH DEFINED 1 52,219 HERBALIFE INTERNATIONAL, INC., CLASS EQUITY 426908208 71 5,001 SH DEFINED 1 5,001 HERBALIFE INTL INC EQUITY 426908208 69 4,837 SH DEFINED 6, 7, 8 4837 HERCULES INC EQUITY 427056106 3 340 SH DEFINED 5 340 HERCULES INC EQUITY 427056106 459 45,850 SH DEFINED 6, 7, 8 45850 HERCULES, INC. EQUITY 427056106 492 49,218 SH DEFINED 1 49,218 HERMAN MILLER, INC. EQUITY 600544100 2199 92,959 SH DEFINED 1 92,959 HERSHEY FOODS CORP EQUITY 427866108 28 420 SH DEFINED 5 420 HERSHEY FOODS CORP EQUITY 427866108 4235 62,560 SH DEFINED 6, 7, 8 62560 HERSHEY FOODS CORP. EQUITY 427866108 4509 66,610 SH DEFINED 1 66,610 Hertz Corp CORPBOND 428040BJ7 4186 5,000,000 PRN DEFINED 4 5,000,000 HEWLETT PACKARD CO EQUITY 428236103 124 6,060 SH DEFINED 5 6060 HEWLETT PACKARD CO EQUITY 428236103 20403 993,360 SH DEFINED 6, 7, 8 993360 HEWLETT PACKARD CO. EQUITY 428236103 21488 1,046,166 SH DEFINED 1 1,046,166 HEXCEL CORP NEW EQUITY 428291108 22 7,242 SH DEFINED 6, 7, 8 7242 HEXCEL CORP. EQUITY 428291108 23 7,442 SH DEFINED 1 7,442 HI / FN INC EQUITY 428358105 177 12,219 SH DEFINED 6, 7, 8 12219 HI/FN, INC. EQUITY 428358105 39 2,710 SH DEFINED 1 2,710 HIBBETT SPORTING GOODS IN EQUITY 428565105 32 1,060 SH DEFINED 6, 7, 8 1060 HIBBETT SPORTING GOODS, INC. EQUITY 428565105 32 1,060 SH DEFINED 1 1,060 HIBERNIA CORP EQUITY 428656102 3437 193,200 SH DEFINED 6, 7, 8 193200 HIBERNIA CORP EQUITY 428656102 8297 466,400 SH DEFINED 2 466400 HIBERNIA CORP. CLASS A EQUITY 428656102 3459 194,436 SH DEFINED 1 194,436 HICKORY TECH CORP EQUITY 429060106 70 4,123 SH DEFINED 1 4,123 HICKORY TECH CORP EQUITY 429060106 64 3,789 SH DEFINED 6, 7, 8 3789 HIGHWOODS PPTYS INC EQUITY 431284108 449 17,294 SH DEFINED 6, 7, 8 17294 HIGHWOODS PPTYS INC COM EQUITY 431284108 4897 188,700 SH Sole 3 170000 18700 HIGHWOODS PROPERTIES, INC. EQUITY 431284108 467 17,989 SH DEFINED 1 17,989 HILB ROGAL & HAMILTON CO EQUITY 431294107 227 4,047 SH DEFINED 6, 7, 8 4047 HILB, ROGAL & HAMILTON CO. EQUITY 431294107 237 4,233 SH DEFINED 1 4,233 HILFIGER TOMMY CORP EQUITY G8915Z102 57 4,175 SH DEFINED 6, 7, 8 4175 HILLENBRAND INDS INC EQUITY 431573104 4195 75,900 SH DEFINED 6, 7, 8 75900 HILLENBRAND INDUSTRIES, INC. EQUITY 431573104 4216 76,278 SH DEFINED 1 76,278 HILTON HOTELS CORP EQUITY 432848109 6988 698,891 SH DEFINED 1 698,891 HILTON HOTELS CORP EQUITY 432848109 13 1,150 SH DEFINED 5 1150

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HILTON HOTELS CORP EQUITY 432848109 3488 319,420 SH DEFINED 6, 7, 8 319420 HILTON HOTELS CORP COM EQUITY 432848109 7162 655,900 SH Sole 3 549900 106000 HISPANIC BROADCASTING EQUITY 43357b104 27590 1,081,945 SH Sole 3 1022545 59400 HISPANIC BROADCASTING COR EQUITY 43357B104 3358 131,700 SH DEFINED 6, 7, 8 131700 HISPANIC BROADCASTING CORP. CLASS A EQUITY 43357B104 3385 132,754 SH DEFINED 1 132,754 HNC SOFTWARE INC EQUITY 40425P107 403 19,580 SH DEFINED 6, 7, 8 19580 HNC SOFTWARE, INC. EQUITY 40425P107 218 10,590 SH DEFINED 1 10,590 HOLLINGER INTERNATIONAL, INC. EQUITY 435569108 955 81,618 SH DEFINED 1 81,618 HOLLINGER INTL INC EQUITY 435569108 951 81,260 SH DEFINED 6, 7, 8 81260 HOLLY CORP EQUITY 435758305 48 2,500 SH DEFINED 6, 7, 8 2500 HOLLY CORP. EQUITY 435758305 51 2,658 SH DEFINED 1 2,658 HOLLYWOOD CASINO CORP EQUITY 436132203 30 2,829 SH DEFINED 1 2,829 HOLLYWOOD CASINO CORP EQUITY 436132203 30 2,829 SH DEFINED 6, 7, 8 2829 HOLLYWOOD ENTERTAINMENT CORP. EQUITY 436141105 199 13,932 SH DEFINED 1 13,932 HOLLYWOOD ENTMT CORP EQUITY 436141105 191 13,343 SH DEFINED 6, 7, 8 13343 HOLLYWOOD ENTMT CORP EQUITY 436141105 2085 145,900 SH DEFINED 2 145900 HOLLYWOOD PARK, INC. EQUITY 723456109 37 6,084 SH DEFINED 1 6,084 HOLOGIC INC EQUITY 436440101 56 5,975 SH DEFINED 6, 7, 8 5975 HOME DEPOT INC EQUITY 437076102 737 14,456 SH DEFINED 2 14456 HOME DEPOT INC EQUITY 437076102 2857 56,000 SH Sole 3 56000 HOME DEPOT INC EQUITY 437076102 373 7,320 SH DEFINED 5 7320 HOME DEPOT INC EQUITY 437076102 58830 1,153,300 SH DEFINED 6, 7, 8 1153300 HOME DEPOT INC EQUITY 437076102 21906 429,444 SH DEFINED 2 429444 HOME DEPOT, INC. EQUITY 437076102 61698 1,209,529 SH DEFINED 1 1,209,529 HOME PPTYS N Y INC EQUITY 437306103 181 5,717 SH DEFINED 6, 7, 8 5717 HOME PPTYS N Y INC COM EQUITY 437306103 12782 404,500 SH Sole 3 362100 42400 HOME PROPERTIES OF NY, INC. EQUITY 437306103 189 5,989 SH DEFINED 1 5,989 HOMESTORE.COM EQUITY 437852106 3 822 SH DEFINED 1 822 HON INDS INC EQUITY 438092108 1969 71,200 SH DEFINED 6, 7, 8 71200 HON INDUSTRIES INC. EQUITY 438092108 1980 71,623 SH DEFINED 1 71,623 HONEYWELL INTERNATIONAL INC. EQUITY 438516106 14135 417,936 SH DEFINED 1 417,936 HONEYWELL INTL INC EQUITY 438516106 86 2,540 SH DEFINED 5 2540 HONEYWELL INTL INC EQUITY 438516106 11629 343,840 SH DEFINED 6, 7, 8 343840 HOOPER HOLMES INC EQUITY 439104100 483 53,931 SH DEFINED 6, 7, 8 53931 HOOPER HOLMES, INC. EQUITY 439104100 154 17,187 SH DEFINED 1 17,187 HORACE MANN EDUCATORS COR EQUITY 440327104 1327 62,549 SH DEFINED 6, 7, 8 62549 HORACE MANN EDUCATORS CORP. EQUITY 440327104 1338 63,065 SH DEFINED 1 63,065 HORIZON OFFSHORE INC EQUITY 44043J105 31 4,160 SH DEFINED 6, 7, 8 4160 HORIZON OFFSHORE, INC. EQUITY 44043J105 35 4,602 SH DEFINED 1 4,602 HORIZON PCS INC EQUITY 44043U118 80 2,000 SH DEFINED 2 2000 HORMEL FOODS CORP EQUITY 440452100 4536 168,800 SH DEFINED 6, 7, 8 168800 HORMEL FOODS CORP. EQUITY 440452100 4552 169,398 SH DEFINED 1 169,398 HOSPITALITY PPTYS TR EQUITY 44106M102 2239 75,900 SH DEFINED 6, 7, 8 75900 HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 2257 76,505 SH DEFINED 1 76,505 HOST MARRIOTT CORP NEW EQUITY 44107P104 999 111,020 SH DEFINED 6, 7, 8 111020 HOT TOPIC INC EQUITY 441339108 173 5,520 SH DEFINED 1 5,520 HOT TOPIC INC EQUITY 441339108 232 7,394 SH DEFINED 6, 7, 8 7394 HOT TOPIC INC COM EQUITY 441339108 27707 882,675 SH Sole 3 864675 18000 HOTEL RESERVATIONS I EQUITY 441451101 5 99 SH DEFINED 1 99 HOTJOBS COM INC EQUITY 441474103 78 7,508 SH DEFINED 6, 7, 8 7508

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HOTJOBS.COM LTD EQUITY 441474103 82 7,887 SH DEFINED 1 7,887 HOUSEHOLD FINANCE CORP. EQUITY 441815107 15074 260,163 SH DEFINED 1 260,163 HOUSEHOLD INTL INC EQUITY 441815107 83 1,430 SH DEFINED 5 1430 HOUSEHOLD INTL INC EQUITY 441815107 14450 249,390 SH DEFINED 6, 7, 8 249390 HOUSTON EXPL CO EQUITY 442120101 94 2,796 SH DEFINED 6, 7, 8 2796 HOUSTON EXPLORATION COMPAN EQUITY 442120101 97 2,891 SH DEFINED 1 2,891 HOVNANIAN ENTER, INC. COM PAR $0.01 EQUITY 442487203 96 4,531 SH DEFINED 1 4,531 HOVNANIAN ENTERPRISES INC EQUITY 442487203 91 4,297 SH DEFINED 6, 7, 8 4297 HRPT PPTYS TR EQUITY 40426W101 362 41,844 SH DEFINED 6, 7, 8 41844 HRPT PROPERTIES TRUST EQUITY 40426W101 381 43,941 SH DEFINED 1 43,941 HS RESOURCES, INC. EQUITY 492386107 2503 45,667 SH DEFINED 1 45,667 HSBC America Cap Trust CORPBOND 40427QAA1 8397 8,000,000 PRN DEFINED 4 8,000,000 HUBBELL INC EQUITY 443510201 2092 71,200 SH DEFINED 6, 7, 8 71200 HUBBELL INC. CLASS B EQUITY 443510201 2103 71,584 SH DEFINED 1 71,584 HUDSON CITY BANCORP EQUITY 443683107 8 314 SH DEFINED 1 314 HUDSON RIV BANCORP INC EQUITY 444128102 107 4,895 SH DEFINED 6, 7, 8 4895 HUDSON RIVER BANKCORP. EQUITY 444128102 107 4,895 SH DEFINED 1 4,895 HUDSON UNITED BANCORP EQUITY 444165104 383 13,352 SH DEFINED 6, 7, 8 13352 HUGHES SUPPLY INC EQUITY 444482103 235 7,612 SH DEFINED 6, 7, 8 7612 HUGHES SUPPLY, INC. EQUITY 444482103 245 7,950 SH DEFINED 1 7,950 HUMAN GENOME SCIENCES INC EQUITY 444903108 96 2,850 SH DEFINED 6, 7, 8 2850 HUMAN GENOME SCIENCES INC EQUITY 444903108 8545 253,400 SH DEFINED 2 253400 HUMAN GENOME SCIENCES, INC. EQUITY 444903108 154 4,570 SH DEFINED 1 4,570 HUMANA INC EQUITY 444859102 6 530 SH DEFINED 5 530 HUMANA INC EQUITY 444859102 841 71,330 SH DEFINED 6, 7, 8 71330 HUMANA, INC. EQUITY 444859102 904 76,686 SH DEFINED 1 76,686 HUNT J B TRANS SVCS INC EQUITY 445658107 1127 48,590 SH DEFINED 6, 7, 8 48590 HUNTINGTON BANCSHARES INC EQUITY 446150104 14 790 SH DEFINED 5 790 HUNTINGTON BANCSHARES INC EQUITY 446150104 1826 106,220 SH DEFINED 6, 7, 8 106220 HUNTINGTON BANCSHARES, INC. EQUITY 446150104 1961 114,072 SH DEFINED 1 114,072 HUSDON UNITED BANCORP EQUITY 444165104 401 13,982 SH DEFINED 1 13,982 HUTCHINSON TECHNOLOGY INC EQUITY 448407106 188 8,084 SH DEFINED 6, 7, 8 8084 HUTCHINSON TECHNOLOGY, INC. EQUITY 448407106 198 8,507 SH DEFINED 1 8,507 HYDRIL CO EQUITY 448774109 68 3,865 SH DEFINED 6, 7, 8 3865 HYDRIL COMPANY EQUITY 448774109 71 4,009 SH DEFINED 1 4,009 HYPERION SOLUTIONS CORP EQUITY 44914M104 215 10,830 SH DEFINED 1 10,830 HYPERION SOLUTIONS CORP EQUITY 44914M104 205 10,320 SH DEFINED 6, 7, 8 10320 HYSEQ INC EQUITY 449163302 30 3,931 SH DEFINED 1 3,931 HYSEQ INC EQUITY 449163302 29 3,750 SH DEFINED 6, 7, 8 3750 I B M EQUITY 459200101 438 3,625 SH DEFINED 2 3625 I2 TECHNOLOGIES EQUITY 465754109 112 14,171 SH DEFINED 1 14,171 I2 TECHNOLOGIES INC EQUITY 465754109 80 10,140 SH DEFINED 6, 7, 8 10140 I2 TECHNOLOGIES INC EQUITY 465754109 1650 208,800 SH DEFINED 2 208800 IBASIS INC EQUITY 450732102 14 10,619 SH DEFINED 1 10,619 IBASIS INC EQUITY 450732102 33 24,936 SH DEFINED 6, 7, 8 24936 IBERIABANK CORP EQUITY 450828108 50 1,797 SH DEFINED 1 1,797 IBERIABANK CORP EQUITY 450828108 50 1,797 SH DEFINED 6, 7, 8 1797 ICI NORTH AMERICA ADR NEW EQUITY 452704505 38 1,750 SH DEFINED 1 1,750 ICN PHARMACEUTICALS INC N EQUITY 448924100 4519 134,900 SH DEFINED 6, 7, 8 134900 ICN PHARMACEUTICALS, INC. EQUITY 448924100 3345 99,851 SH DEFINED 1 99,851

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ICOS CORP EQUITY 449295104 67 1,170 SH DEFINED 6, 7, 8 1170 ICOS CORPORATION EQUITY 449295104 101 1,754 SH DEFINED 1 1,754 ICT GROUP INC EQUITY 44929Y101 14 739 SH DEFINED 1 739 ICT GROUP INC EQUITY 44929Y101 14 739 SH DEFINED 6, 7, 8 739 ICU MED INC EQUITY 44930G107 75 1,676 SH DEFINED 6, 7, 8 1676 ICU MEDICAL, INC. EQUITY 44930G107 77 1,736 SH DEFINED 1 1,736 IDACORP INC EQUITY 451107106 1847 45,500 SH DEFINED 6, 7, 8 45500 IDACORP, INC. EQUITY 451107106 1858 45,764 SH DEFINED 1 45,764 IDEC PHARMACEUTICALS COM EQUITY 449370105 12791 185,560 SH Sole 3 159300 26260 IDEC PHARMACEUTICALS CORP EQUITY 449370105 13028 189,010 SH DEFINED 6, 7, 8 189010 IDEC PHARMACEUTICALS CORP EQUITY 449370105 33224 482,000 SH DEFINED 2 482000 IDEC PHARMACEUTICALS CORP. EQUITY 449370105 13198 191,463 SH DEFINED 1 191,463 IDENTIX INC EQUITY 451906101 147 10,058 SH DEFINED 1 10,058 IDENTIX INC EQUITY 451906101 138 9,452 SH DEFINED 6, 7, 8 9452 IDEX CORP EQUITY 45167R104 333 9,660 SH DEFINED 6, 7, 8 9660 IDEX CORP. EQUITY 45167R104 349 10,130 SH DEFINED 1 10,130 IDEXX LABORATORIES, INC. EQUITY 45168D104 286 10,025 SH DEFINED 1 10,025 IDEXX LABS INC EQUITY 45168D104 273 9,590 SH DEFINED 6, 7, 8 9590 IDT CORP EQUITY 448947101 263 13,487 SH DEFINED 6, 7, 8 13487 IDT CORP. EQUITY 448947101 274 14,056 SH DEFINED 1 14,056 IDX SYS CORP EQUITY 449491109 64 4,917 SH DEFINED 6, 7, 8 4917 IDX SYSTEMS CORP. EQUITY 449491109 67 5,117 SH DEFINED 1 5,117 IGEN INC EQUITY 449536101 145 3,617 SH DEFINED 6, 7, 8 3617 IGEN INTERNATIONAL, INC. EQUITY 449536101 152 3,780 SH DEFINED 1 3,780 IHOP CORP EQUITY 449623107 171 5,834 SH DEFINED 6, 7, 8 5834 IHOP CORP. EQUITY 449623107 178 6,086 SH DEFINED 1 6,086 II VI INC EQUITY 902104108 51 2,986 SH DEFINED 6, 7, 8 2986 II-VI INC EQUITY 902104108 53 3,087 SH DEFINED 1 3,087 IKON OFFICE SOLUTIONS INC EQUITY 451713101 533 45,586 SH DEFINED 6, 7, 8 45586 IKON OFFICE SOLUTIONS INC. EQUITY 451713101 558 47,701 SH DEFINED 1 47,701 ILEX ONCOLOGY INC EQUITY 451923106 219 8,111 SH DEFINED 1 8,111 ILEX ONCOLOGY INC EQUITY 451923106 206 7,604 SH DEFINED 6, 7, 8 7604 ILLINOIS TOOL WKS INC EQUITY 452308109 64 950 SH DEFINED 5 950 ILLINOIS TOOL WKS INC EQUITY 452308109 8725 128,840 SH DEFINED 6, 7, 8 128840 ILLINOIS TOOL WKS INC COM EQUITY 452308109 2472 36,500 SH Sole 3 36500 Illinois Tool Works Inc EQUITY 452308109 2370 35,000 SH DEFINED 4 35,000 ILLINOIS TOOL WORKS, INC. EQUITY 452308109 9211 136,013 SH DEFINED 1 136,013 ILLUMINA INC EQUITY 452327109 66 5,570 SH DEFINED 1 5,570 ILLUMINA INC EQUITY 452327109 62 5,314 SH DEFINED 6, 7, 8 5314 IMAGEX COM INC EQUITY 45244D102 578 791,393 SH DEFINED 1 791,393 IMAGEX.COM INC EQUITY 45244D102 578 791,393 SH DEFINED 1 791,393 IMAGISTICS INTERNATIONAL EQUITY 45247T104 0 0 SH DEFINED 5 0 IMAGISTICS INTL INC EQUITY 45247T104 2 166 SH DEFINED 1 166 I-MANY INC EQUITY 44973Q103 106 11,011 SH DEFINED 1 11,011 I-MANY INC EQUITY 44973Q103 99 10,298 SH DEFINED 6, 7, 8 10298 IMATION CORP EQUITY 45245A107 1145 53,074 SH DEFINED 6, 7, 8 53074 IMATION CORP. EQUITY 45245A107 1156 53,559 SH DEFINED 1 53,559 IMC GLOBAL INC EQUITY 449669100 2267 174,406 SH DEFINED 6, 7, 8 174406 IMC GLOBAL INC EQUITY 449669100 3978 306,000 SH DEFINED 2 306000 IMC GLOBAL, INC. EQUITY 449669100 2289 176,111 SH DEFINED 1 176,111

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ IMCLONE SYS INC EQUITY 45245W109 78 1,670 SH DEFINED 6, 7, 8 1670 IMCLONE SYS INC EQUITY 45245W109 1647 35,453 SH DEFINED 2 35453 IMCLONE SYSTEMS EQUITY 45245W109 117 2,512 SH DEFINED 1 2,512 IMMUNE RESPONSE CORP DEL EQUITY 45252T106 12 8,741 SH DEFINED 6, 7, 8 8741 IMMUNE RESPONSE CORP. DEL. EQUITY 45252T106 13 9,341 SH DEFINED 1 9,341 IMMUNEX CORP NEW EQUITY 452528102 47 1,700 SH DEFINED 5 1700 IMMUNEX CORP NEW EQUITY 452528102 6844 246,980 SH DEFINED 6, 7, 8 246980 IMMUNEX CORP. EQUITY 452528102 7322 264,249 SH DEFINED 1 264,249 IMMUNOGEN INC EQUITY 45253H101 198 11,921 SH DEFINED 1 11,921 IMMUNOGEN INC EQUITY 45253H101 281 16,930 SH DEFINED 6, 7, 8 16930 IMMUNOMEDICS INC EQUITY 452907108 219 10,802 SH DEFINED 6, 7, 8 10802 IMMUNOMEDICS, INC. EQUITY 452907108 229 11,306 SH DEFINED 1 11,306 IMPAC MORTGAGE HOLDINGS INC EQUITY 45254P102 4250 500,000 SH DEFINED 1 500,000 IMPATH INC EQUITY 45255G101 205 4,602 SH DEFINED 6, 7, 8 4602 IMPATH INC. EQUITY 45255G101 214 4,807 SH DEFINED 1 4,807 IMPAX LABORATORIES INC EQUITY 45256B101 71 5,295 SH DEFINED 1 5,295 IMPAX LABORATORIES INC EQUITY 45256B101 68 5,048 SH DEFINED 6, 7, 8 5048 IMPCO TECHNOLOGIES INC EQUITY 45255W106 32 2,547 SH DEFINED 1 2,547 IMPCO TECHNOLOGIES INC EQUITY 45255W106 30 2,331 SH DEFINED 6, 7, 8 2331 IMPERIAL CHEM INDS PLC EQUITY 452704505 38 1,750 SH DEFINED 6, 7, 8 1750 IMPSAT FIBER NETWORKS EQUITY 45321T103 1 4,695 SH DEFINED 1 4,695 IMPSAT FIBER NETWORKS INC EQUITY 45321T103 1 4,638 SH DEFINED 6, 7, 8 4638 IMS HEALTH INC EQUITY 449934108 18 920 SH DEFINED 5 920 IMS HEALTH INC EQUITY 449934108 3438 176,200 SH DEFINED 6, 7, 8 176200 IMS HEALTH, INC. EQUITY 449934108 3802 194,892 SH DEFINED 1 194,892 INAMED CORP EQUITY 453235103 139 4,636 SH DEFINED 1 4,636 INAMED CORP EQUITY 453235103 133 4,424 SH DEFINED 6, 7, 8 4424 INCO LIMITED EQUITY 453258402 1375 81,140 SH DEFINED 1 81,140 INCO LTD EQUITY 453258402 10 570 SH DEFINED 5 570 INCO LTD EQUITY 453258402 1302 76,850 SH DEFINED 6, 7, 8 76850 Incyte Genomics EQUITY 45337C102 194 10,000 SH DEFINED 4 10,000 INCYTE GENOMICS INC EQUITY 45337C102 1951 99,753 SH DEFINED 6, 7, 8 99753 INCYTE GENOMICS, INC. EQUITY 45337C102 1960 100,839 SH DEFINED 1 100,839 INDEPENDENCE CMNTY BK COR EQUITY 453414104 2057 90,396 SH DEFINED 6, 7, 8 90396 INDEPENDENCE COMMUNITY BANK EQUITY 453414104 2078 91,313 SH DEFINED 1 91,313 INDEPENDENT BANK CORP MAS EQUITY 453836108 84 3,926 SH DEFINED 6, 7, 8 3926 INDEPENDENT BANK CORP MIC EQUITY 453838104 102 3,685 SH DEFINED 6, 7, 8 3685 INDEPENDENT BANK CORP. EQUITY 453838104 197 8,033 SH DEFINED 1 8,033 INDEX I-SHARES RUSSELL 2000 EQUITY 464287655 499 5,175 SH DEFINED 1 5,175 INDUS INTERNATIONAL INC EQUITY 45578L100 77 10,490 SH DEFINED 1 10,490 INDUS INTL INC EQUITY 45578L100 72 9,915 SH DEFINED 6, 7, 8 9915 INDYMAC BANCORP INC EQUITY 456607100 2176 93,055 SH DEFINED 6, 7, 8 93055 INDYMAC BANCORP, INC. EQUITY 456607100 2196 93,919 SH DEFINED 1 93,919 INET TECHNOLOGIES INC EQUITY 45662V105 29 2,775 SH DEFINED 6, 7, 8 2775 INET TECHNOLOGY EQUITY 45662V105 34 3,209 SH DEFINED 1 3,209 INFOCUS CORP EQUITY 45665B106 1519 68,971 SH DEFINED 6, 7, 8 68971 INFOCUS CORPORATION EQUITY 45665B106 1308 59,392 SH DEFINED 1 59,392 INFOGRAMES INC EQUITY 45665T107 31 4,362 SH DEFINED 6, 7, 8 4362 INFOGRAMES INC. EQUITY 45665T107 34 4,725 SH DEFINED 1 4,725 INFONET SERVICES COR EQUITY 45666T106 196 SH DEFINED 1 196

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ INFORMATICA CORP EQUITY 45666Q102 15 1,038 SH DEFINED 1 1,038 INFORMATION HLDGS INC EQUITY 456727106 331 11,701 SH DEFINED 6, 7, 8 11701 INFORMATION HOLDINGS INC. EQUITY 456727106 169 5,973 SH DEFINED 1 5,973 INFORMATION RES INC EQUITY 456905108 73 8,799 SH DEFINED 6, 7, 8 8799 INFORMATION RESOURCES, INC. EQUITY 456905108 76 9,213 SH DEFINED 1 9,213 INFOSPACE INC EQUITY 45678T102 144 70,090 SH DEFINED 6, 7, 8 70090 INFOSPACE INC. EQUITY 45678T102 151 73,420 SH DEFINED 1 73,420 INFOUSA INC NEW EQUITY 456818301 59 8,522 SH DEFINED 6, 7, 8 8522 INFOUSA INC. CLASS B EQUITY 456818301 61 8,751 SH DEFINED 1 8,751 INGERSOLL-RAND CO EQUITY 456866102 22 530 SH DEFINED 5 530 INGERSOLL-RAND CO EQUITY 456866102 3596 86,020 SH DEFINED 6, 7, 8 86020 INGERSOLL-RAND CO. EQUITY 456866102 3814 91,214 SH DEFINED 1 91,214 INGLES MARKETS, INC., CLASS A EQUITY 457030104 39 3,269 SH DEFINED 1 3,269 INGLES MKTS INC EQUITY 457030104 37 3,098 SH DEFINED 6, 7, 8 3098 INGRAM MICRO INC. CLASS A EQUITY 457153104 11 644 SH DEFINED 1 644 INHALE THERAPEUTIC S EQUITY 457191104 9 495 SH DEFINED 1 495 Inhale Therapeutic System EQUITY 457191104 186 10,000 SH DEFINED 4 10,000 INKINE PHARMACEUTICAL CO INC EQUITY 457214104 16 10,253 SH DEFINED 1 10,253 INKINE PHARMACEUTICALS IN EQUITY 457214104 15 9,675 SH DEFINED 6, 7, 8 9675 INKTOMI CORP EQUITY 457277101 298 44,374 SH DEFINED 6, 7, 8 44374 INKTOMI CORP. EQUITY 457277101 311 46,378 SH DEFINED 1 46,378 INNKEEPERS USA TR EQUITY 4576J0104 128 13,061 SH DEFINED 6, 7, 8 13061 INNOVATIVE SOLUTIONS & SU EQUITY 45769N105 17 2,245 SH DEFINED 6, 7, 8 2245 INNOVATIVE SOLUTIONS & SUPPORT EQUITY 45769N105 17 2,245 SH DEFINED 1 2,245 INPUT/OUTPUT INC EQUITY 457652105 120 14,620 SH DEFINED 6, 7, 8 14620 INPUT/OUTPUT, INC. EQUITY 457652105 127 15,483 SH DEFINED 1 15,483 INSIGHT COMMUNICATIO EQUITY 45768V108 8 318 SH DEFINED 1 318 INSIGHT COMMUNICATIONS IN EQUITY 45768V108 94 3,900 SH DEFINED 6, 7, 8 3900 INSIGHT ENTERPRISES INC EQUITY 45765U103 278 11,302 SH DEFINED 6, 7, 8 11302 INSIGHT ENTERPRISES, INC. EQUITY 45765U103 295 12,008 SH DEFINED 1 12,008 INSIGNIA FINANCIAL GROUP INC. EQUITY 45767A105 69 6,400 SH DEFINED 1 6,400 INSIGNIA FINL GROUP INC N EQUITY 45767A105 67 6,158 SH DEFINED 6, 7, 8 6158 INSITUFORM TECHNOLOGIES I EQUITY 457667103 174 6,801 SH DEFINED 6, 7, 8 6801 INSITUFORM TECHNOLOGIES, INC. CLASS A EQUITY 457667103 184 7,196 SH DEFINED 1 7,196 INSMED INC EQUITY 457669208 38 9,871 SH DEFINED 1 9,871 INSMED INC EQUITY 457669208 36 9,511 SH DEFINED 6, 7, 8 9511 INSPIRE PHARMACEUTICALS I EQUITY 457733103 66 4,658 SH DEFINED 6, 7, 8 4658 INSPIRE PHARMACEUTICALS INC EQUITY 457733103 69 4,873 SH DEFINED 1 4,873 INSTINET GROUP INC EQUITY 457750107 2343 233,100 SH DEFINED 2 233100 INSTINET GROUP INCORPORATED EQUITY 457750107 4 361 SH DEFINED 1 361 INSURANCE AUTO AUCTIONS I EQUITY 457875102 56 3,848 SH DEFINED 6, 7, 8 3848 INSURANCE AUTO AUCTIONS INC COM EQUITY 457875102 1508 103,961 SH DEFINED 1 103,961 Insurance Services Office, Inc EQUITY 45806@109 279 11,172 SH DEFINED 4 11,172 INSWEB CORP EQUITY 45809K202 39 9,194 SH DEFINED 1 9,194 INTEGRA BANK CORP. EQUITY 45814P105 124 5,909 SH DEFINED 1 5,909 INTEGRA BK CORP EQUITY 45814P105 117 5,588 SH DEFINED 6, 7, 8 5588 INTEGRA LIFESCIENCES CORP EQUITY 457985208 9430 358,000 SH DEFINED 2 358000 INTEGRA LIFESCIENCES HLDG EQUITY 457985208 134 5,099 SH DEFINED 6, 7, 8 5099 INTEGRA LIFESCIENCES HOLDINGS EQUITY 457985208 93 3,547 SH DEFINED 1 3,547 INTEGRAL SYS INC MD EQUITY 45810H107 53 2,752 SH DEFINED 6, 7, 8 2752

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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ INTUIT EQUITY 461202103 5041 117,880 SH DEFINED 6, 7, 8 117880 INTUIT EQUITY 461202103 7102 166,100 SH DEFINED 2 166100 INTUIT, INC. EQUITY 461202103 5349 125,032 SH DEFINED 1 125,032 INTUITIVE SURGICAL INC EQUITY 46120E107 92 9,218 SH DEFINED 1 9,218 INTUITIVE SURGICAL INC EQUITY 46120E107 88 8,789 SH DEFINED 6, 7, 8 8789 INVACARE CORP EQUITY 461203101 398 11,809 SH DEFINED 6, 7, 8 11809 INVACARE CORP. EQUITY 461203101 221 6,570 SH DEFINED 1 6,570 INVERNESS MED INNOVATIONS EQUITY 46126P106 27 1,485 SH DEFINED 6, 7, 8 1485 INVERNESS MEDICAL INNOVATION EQUITY 46126P106 28 1,557 SH DEFINED 1 1,557 INVESTMENT TEC GRP NEW COM EQUITY 46145F105 33883 867,240 SH Sole 3 852790 14450 INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 2334 59,751 SH DEFINED 1 59,751 INVESTMENT TECHNOLOGY GRP EQUITY 46145F105 2309 59,100 SH DEFINED 6, 7, 8 59100 INVESTORS FINANCIAL SERVICES EQUITY 461915100 2590 39,120 SH DEFINED 1 39,120 INVESTORS FINL SERVICES C EQUITY 461915100 2562 38,700 SH DEFINED 6, 7, 8 38700 INVESTORS REAL ESTATE TR EQUITY 461730103 66 7,003 SH DEFINED 6, 7, 8 7003 INVESTORS REAL ESTATE TRUST EQUITY 461730103 71 7,509 SH DEFINED 1 7,509 INVITROGEN CORP EQUITY 46185R100 111 1,785 SH DEFINED 1 1,785 Invitrogen Corp EQUITY 46185R100 929 15,000 SH DEFINED 4 15,000 INVITROGEN CORP EQUITY 46185R100 318 5,130 SH DEFINED 6, 7, 8 5130 INVITROGEN CORP COM EQUITY 46185r100 67793 1,094,674 SH Sole 3 1050534 44140 IOMEGA CORP EQUITY 462030305 148 17,675 SH DEFINED 1 17,675 IOMEGA CORP EQUITY 462030305 139 16,680 SH DEFINED 6, 7, 8 16680 IONICS INC EQUITY 462218108 168 5,589 SH DEFINED 6, 7, 8 5589 IONICS, INC. EQUITY 462218108 176 5,871 SH DEFINED 1 5,871 IPC Holdings EQUITY G4933P101 346,971 11,722,000 SH DEFINED 1 11,722,000 IRON MOUNTAIN INC. EQUITY 462846106 19 438 SH DEFINED 1 438 IRON MTN INC DEL COM EQUITY 462846106 87470 1,997,030 SH Sole 3 1904570 92460 IRT PPTY CO EQUITY 450058102 104 9,803 SH DEFINED 6, 7, 8 9803 IRT PROPERTY CO. EQUITY 450058102 107 10,095 SH DEFINED 1 10,095 IRWIN FINANCIAL CORP. EQUITY 464119106 53 3,126 SH DEFINED 1 3,126 IRWIN FINL CORP EQUITY 464119106 50 2,926 SH DEFINED 6, 7, 8 2926 ISHARES MSCI EAFE INDEX FUND EQUITY 464287465 477 4,000 SH DEFINED 1 4,000 ISHARES MSCI MALAYSIA INDX FUND EQUITY 464286830 312 60,000 SH DEFINED 1 60,000 ISHARES MSCI SOUTH KOREA INDX FND EQUITY 464286772 142 8,000 SH DEFINED 1 8,000 ISHARES RUSSELL 2000 VALUE EQUITY 464287630 218 1,700 SH DEFINED 1 1,700 ISHARES RUSSELL MIDCAP GRWTH EQUITY 464287481 481 6,700 SH DEFINED 1 6,700 ISHARES RUSSELL MIDCAP VALUE EQUITY 464287473 407 5,225 SH DEFINED 1 5,225 ISHARES S&P 500/BARRA GROWTH EQUITY 464287309 74 1,250 SH DEFINED 1 1,250 ISHARES S&P 500/BARRA VALUE EQUITY 464287408 375 6,775 SH DEFINED 1 6,775 ISHARES TR EQUITY 464287630 218 1,700 SH DEFINED 6, 7, 8 1700 ISIS PHARMACEUTICALS INC EQUITY 464330109 532 23,996 SH DEFINED 6, 7, 8 23996 ISIS PHARMACEUTICALS, INC. EQUITY 464330109 276 12,429 SH DEFINED 1 12,429 ISLE OF CAPRI CASINOS EQUITY 464592104 85 6,377 SH DEFINED 1 6,377 ISLE OF CAPRI CASINOS INC EQUITY 464592104 83 6,176 SH DEFINED 6, 7, 8 6176 ISTAR FINANCIAL INC EQUITY 45031U101 16 643 SH DEFINED 1 643 I-STAT CORP EQUITY 450312103 41 5,139 SH DEFINED 6, 7, 8 5139 I-STAT CORP. EQUITY 450312103 43 5,406 SH DEFINED 1 5,406 ITC DELTACOM INC EQUITY 45031T104 9 10,584 SH DEFINED 6, 7, 8 10584 ITC DELTACOM, INC. EQUITY 45031T104 10 11,063 SH DEFINED 1 11,063 ITRON INC EQUITY 465741106 123 4,057 SH DEFINED 6, 7, 8 4057

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ITRON, INC. EQUITY 465741106 132 4,364 SH DEFINED 1 4,364 ITT EDUCATIONAL SERVICES EQUITY 45068B109 349 9,466 SH DEFINED 6, 7, 8 9466 ITT EDUCATIONAL SERVICES, INC. EQUITY 45068B109 264 7,159 SH DEFINED 1 7,159 ITT INDS INC IND EQUITY 450911102 14 280 SH DEFINED 5 280 ITT INDS INC IND EQUITY 450911102 3491 69,120 SH DEFINED 6, 7, 8 69120 ITT INDUSTRIAL INC EQUITY 450911102 3627 71,814 SH DEFINED 1 71,814 ITXC CORP EQUITY 45069F109 57 7,956 SH DEFINED 1 7,956 ITXC CORP EQUITY 45069F109 160 22,201 SH DEFINED 6, 7, 8 22201 IVAX CORP EQUITY 465823102 6261 310,857 SH DEFINED 6, 7, 8 310857 IVAX CORP. EQUITY 465823102 6301 312,845 SH DEFINED 1 312,845 IVEX PACKAGING CORP DEL EQUITY 465855104 91 4,800 SH DEFINED 6, 7, 8 4800 IVEX PACKAGING CORP. EQUITY 465855104 96 5,067 SH DEFINED 1 5,067 IXIA EQUITY 45071R109 169 13,154 SH DEFINED 1 13,154 IXIA EQUITY 45071R109 162 12,586 SH DEFINED 6, 7, 8 12586 IXYS CORP EQUITY 46600W106 23 2,817 SH DEFINED 6, 7, 8 2817 IXYS CORP. EQUITY 46600W106 23 2,873 SH DEFINED 1 2,873 J & J SNACK FOODS CORP EQUITY 466032109 50 2,030 SH DEFINED 1 2,030 J & J SNACK FOODS CORP EQUITY 466032109 46 1,882 SH DEFINED 6, 7, 8 1882 J D EDWARDS & CO EQUITY 281667105 485 29,476 SH DEFINED 6, 7, 8 29476 J JILL GROUP INC EQUITY 466189107 69 3,210 SH DEFINED 1 3,210 J JILL GROUP INC EQUITY 466189107 66 3,043 SH DEFINED 6, 7, 8 3043 J P MORGAN CHASE & CO EQUITY 46625H100 224 6,170 SH DEFINED 5 6170 J P MORGAN CHASE & CO EQUITY 46625H100 35686 981,730 SH DEFINED 6, 7, 8 981730 J P MORGAN CHASE + CO EQUITY 46625H100 33150 911,960 SH DEFINED 2 911960 J.B. HUNT TRANSPORT SERVICES EQUITY 445658107 1135 48,925 SH DEFINED 1 48,925 J.C. PENNEY CO., INC. EQUITY 708160106 3241 120,496 SH DEFINED 1 120,496 J.D. EDWARDS & CO. EQUITY 281667105 508 30,861 SH DEFINED 1 30,861 J.P. MORGAN CHASE AND CO. EQUITY 46625H100 58876 1,619,709 SH DEFINED 1 1,619,709 JABIL CIRCUIT INC EQUITY 466313103 14 620 SH DEFINED 5 620 JABIL CIRCUIT INC EQUITY 466313103 1895 83,400 SH DEFINED 6, 7, 8 83400 JABIL CIRCUT, INC. EQUITY 466313103 2045 90,010 SH DEFINED 1 90,010 JACK IN THE BOX INC EQUITY 466367109 303 11,017 SH DEFINED 6, 7, 8 11017 JACK IN THE BOX INC. EQUITY 466367109 316 11,490 SH DEFINED 1 11,490 JACOBS ENGINEERING GROUP, INC. EQUITY 469814107 2159 32,710 SH DEFINED 1 32,710 JACOBS ENGR GROUP INC DEL EQUITY 469814107 2145 32,500 SH DEFINED 6, 7, 8 32500 JAKKS PAC INC EQUITY 47012E106 208 10,978 SH DEFINED 6, 7, 8 10978 JAKKS PACIFIC, INC. EQUITY 47012E106 117 6,172 SH DEFINED 1 6,172 JDA SOFTWARE GROUP INC EQUITY 46612K108 143 6,391 SH DEFINED 6, 7, 8 6391 JDA SOFTWARE GROUP, INC. EQUITY 46612K108 150 6,707 SH DEFINED 1 6,707 JDN REALITY CORP. EQUITY 465917102 136 11,051 SH DEFINED 1 11,051 JDN RLTY CORP EQUITY 465917102 130 10,560 SH DEFINED 6, 7, 8 10560 JDS UNIPHASE CORP EQUITY 46612J101 5415 623,847 SH DEFINED 1 623,847 JDS UNIPHASE CORP EQUITY 46612J101 36 4,150 SH DEFINED 5 4150 JDS UNIPHASE CORP EQUITY 46612J101 5173 592,600 SH DEFINED 6, 7, 8 592600 JDS UNIPHASE CORP EQUITY 46612J101 7462 854,800 SH DEFINED 2 854800 JEFFERIES GROUP INC NEW EQUITY 472319102 655 15,473 SH DEFINED 6, 7, 8 15473 JEFFERIES GROUP, INC. EQUITY 472319102 319 7,533 SH DEFINED 1 7,533 Jefferson Pilot CORPBOND 475068AA0 8353 8,000,000 PRN DEFINED 4 8,000,000 Jefferson Pilot CORPBOND 475529AA1 2566 2,500,000 PRN DEFINED 4 2,500,000 JEFFERSON PILOT CORP EQUITY 475070108 22 470 SH DEFINED 5 470

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ JEFFERSON PILOT CORP EQUITY 475070108 2945 63,650 SH DEFINED 6, 7, 8 63650 JEFFERSON-PILOT CORP. EQUITY 475070108 3165 68,412 SH DEFINED 1 68,412 JLG INDS INC EQUITY 466210101 149 14,034 SH DEFINED 6, 7, 8 14034 JLG INDUSTRIES, INC. EQUITY 466210101 157 14,708 SH DEFINED 1 14,708 JNI CORP EQUITY 46622G105 58 6,954 SH DEFINED 1 6,954 JNI CORP EQUITY 46622G105 54 6,527 SH DEFINED 6, 7, 8 6527 JOHN HANCOCK FINANCIAL SERVICE EQUITY 41014S106 9104 220,430 SH DEFINED 1 220,430 JOHN NUVEEN CO-CL A EQUITY 478035108 7 139 SH DEFINED 1 139 JOHN WILEY & SONS, INC. CLASS A EQUITY 968223206 312 13,561 SH DEFINED 1 13,561 JOHNSON & JOHNSON EQUITY 478160104 98831 1,672,267 SH DEFINED 1 1,672,267 JOHNSON & JOHNSON EQUITY 478160104 567 9,590 SH DEFINED 5 9590 JOHNSON & JOHNSON EQUITY 478160104 94399 1,597,281 SH DEFINED 6, 7, 8 1597281 JOHNSON + JOHNSON EQUITY 478160104 26623 450,477 SH DEFINED 2 450477 Johnson and Johnson EQUITY 478160104 5615 95,000 SH DEFINED 4 95,000 JOHNSON CONTROLS, INC. EQUITY 478366107 6336 78,468 SH DEFINED 1 78,468 JOHNSON CTLS INC EQUITY 478366107 22 270 SH DEFINED 5 270 JOHNSON CTLS INC EQUITY 478366107 6113 75,700 SH DEFINED 6, 7, 8 75700 JONES APPAREL GROUP INC EQUITY 480074103 13 390 SH DEFINED 5 390 JONES APPAREL GROUP INC EQUITY 480074103 1758 53,010 SH DEFINED 6, 7, 8 53010 JONES APPAREL GROUP, INC. EQUITY 480074103 1899 57,254 SH DEFINED 1 57,254 JONES LANG LASALLE INC EQUITY 48020Q107 175 9,668 SH DEFINED 6, 7, 8 9668 JONES LANG LASALLE, INC. EQUITY 48020Q107 183 10,115 SH DEFINED 1 10,115 JOURNAL REGISTER CO EQUITY 481138105 180 8,552 SH DEFINED 6, 7, 8 8552 JOURNAL REGISTER CO. EQUITY 481138105 189 8,975 SH DEFINED 1 8,975 JP REALITY, INC. EQUITY 46624A106 90 3,768 SH DEFINED 1 3,768 JP REALTY INC EQUITY 46624A106 85 3,559 SH DEFINED 6, 7, 8 3559 JUNIPER NETWORKS INC EQUITY 48203R104 2025 106,880 SH DEFINED 6, 7, 8 106880 JUNIPER NETWORKS INC EQUITY 48203R104 5793 305,700 SH DEFINED 2 305700 JUNIPER NETWORKS, INC. EQUITY 48203R104 2025 106,880 SH DEFINED 1 106,880 K MART CORP EQUITY 482584109 9 1,560 SH DEFINED 5 1560 K MART CORP EQUITY 482584109 1150 210,710 SH DEFINED 6, 7, 8 210710 K V PHARMACEUTICAL CO EQUITY 482740107 216 6,661 SH DEFINED 6, 7, 8 6661 K V PHARMACEUTICAL CO CL B EQUITY 482740107 226 6,976 SH DEFINED 1 6,976 K.FORCE INC. EQUITY 493732101 52 8,208 SH DEFINED 1 8,208 K2 INC EQUITY 482732104 42 5,768 SH DEFINED 6, 7, 8 5768 K2, INC. EQUITY 482732104 43 6,032 SH DEFINED 1 6,032 KADANT INC EQUITY 48282T104 61 4,206 SH DEFINED 1 4,206 KADANT INC EQUITY 48282T104 57 3,949 SH DEFINED 6, 7, 8 3949 Kafus Environmental Industries EQUITY 482910106 75,000 SH DEFINED 4 75,000 KAISER ALUMINUM CORP EQUITY 483007100 15 9,432 SH DEFINED 6, 7, 8 9432 KAISER ALUMINUM CORP. EQUITY 483007100 15 9,432 SH DEFINED 1 9,432 KAMAN CORP EQUITY 483548103 113 7,212 SH DEFINED 6, 7, 8 7212 KAMAN CORP., CLASS A EQUITY 483548103 117 7,488 SH DEFINED 1 7,488 KANA SOFTWARE INC EQUITY 483600300 84 4,321 SH DEFINED 6, 7, 8 4321 KANA SOFTWARE INC. EQUITY 483600300 88 4,507 SH DEFINED 1 4,507 KANSAS CITY LIFE INS CO EQUITY 484836101 73 1,969 SH DEFINED 6, 7, 8 1969 KANSAS CITY LIFE INSURANCE CO. EQUITY 484836101 76 2,057 SH DEFINED 1 2,057 KANSAS CITY SOUTHERN IND. EQUITY 485170302 279 19,769 SH DEFINED 1 19,769 KANSAS CITY SOUTHN INDS I EQUITY 485170302 267 18,866 SH DEFINED 6, 7, 8 18866 KAYDON CORP EQUITY 486587108 1024 45,149 SH DEFINED 6, 7, 8 45149

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ KAYDON CORP. EQUITY 486587108 1032 45,493 SH DEFINED 1 45,493 KB HOME EQUITY 48666K109 1457 36,325 SH DEFINED 1 36,325 KB HOME EQUITY 48666K109 6 160 SH DEFINED 5 160 KB HOME EQUITY 48666K109 1387 34,578 SH DEFINED 6, 7, 8 34578 KCS ENERGY INC EQUITY 482434206 26 8,258 SH DEFINED 6, 7, 8 8258 KCS ENERGY, INC. EQUITY 482434206 27 8,699 SH DEFINED 1 8,699 KEANE INC EQUITY 486665102 1932 107,172 SH DEFINED 6, 7, 8 107172 KEANE, INC. EQUITY 486665102 1945 107,876 SH DEFINED 1 107,876 KEITHLEY INSTRS INC EQUITY 487584104 29 1,700 SH DEFINED 6, 7, 8 1700 KEITHLEY INSTRUMENTS, INC. EQUITY 487584104 30 1,759 SH DEFINED 1 1,759 KELLOGG CO EQUITY 487836108 38 1,270 SH DEFINED 5 1270 KELLOGG CO EQUITY 487836108 5172 171,820 SH DEFINED 6, 7, 8 171820 KELLOGG CO. EQUITY 487836108 5540 184,067 SH DEFINED 1 184,067 KELLWOOD CO EQUITY 488044108 176 7,311 SH DEFINED 6, 7, 8 7311 KELLWOOD CO. EQUITY 488044108 185 7,697 SH DEFINED 1 7,697 KELLY SERVICES, INC., CLASS A EQUITY 488152208 1069 48,848 SH DEFINED 1 48,848 KELLY SVCS INC EQUITY 488152208 1065 48,632 SH DEFINED 6, 7, 8 48632 KEMET CORP EQUITY 488360108 2751 155,002 SH DEFINED 6, 7, 8 155002 KEMET CORP. EQUITY 488360108 2764 155,721 SH DEFINED 1 155,721 KENDLE INTERNATIONAL INC EQUITY 48880L107 58 2,896 SH DEFINED 6, 7, 8 2896 KENDLE INTERNATIONAL, INC. EQUITY 48880L107 62 3,072 SH DEFINED 1 3,072 KENNAMETAL INC EQUITY 489170100 1914 47,523 SH DEFINED 6, 7, 8 47523 KENNAMETAL INC COM EQUITY 489170100 35715 886,883 SH Sole 3 871083 15800 KENNAMETAL, INC. EQUITY 489170100 1930 47,918 SH DEFINED 1 47,918 KERR MCGEE CORP EQUITY 492386107 17 310 SH DEFINED 5 310 KERR MCGEE CORP EQUITY 492386107 2322 42,370 SH DEFINED 6, 7, 8 42370 KERYX BIOPHARMACEUTICALS EQUITY 492515101 26 3,533 SH DEFINED 1 3,533 KERYX BIOPHARMACEUTICALS EQUITY 492515101 26 3,533 SH DEFINED 6, 7, 8 3533 KEY BANK NA EQUITY 493267108 4682 192,356 SH DEFINED 1 192,356 KEY ENERGY SERVICES INC EQUITY 492914106 261 28,346 SH DEFINED 1 28,346 KEY ENERGY SVCS INC EQUITY 492914106 250 27,201 SH DEFINED 6, 7, 8 27201 KEY ENERGY SVCS INC EQUITY 492914122 270 5,000 SH DEFINED 2 5000 KEY PRODTN INC EQUITY 493138101 68 4,013 SH DEFINED 6, 7, 8 4013 KEY PRODUCTION COMPANY, INC. EQUITY 493138101 72 4,243 SH DEFINED 1 4,243 KEY3MEDIA GROUP INC EQUITY 49326R104 46 8,724 SH DEFINED 6, 7, 8 8724 KEY3MEDIA GROUP, INC. EQUITY 49326R104 48 9,010 SH DEFINED 1 9,010 KeyCorp Institutional CORPBOND 493265AC6 5737 6,000,000 PRN DEFINED 4 6,000,000 KEYCORP NEW EQUITY 493267108 32 1,320 SH DEFINED 5 1320 KEYCORP NEW EQUITY 493267108 4359 179,080 SH DEFINED 6, 7, 8 179080 KEYNOTE SYS INC EQUITY 493308100 67 7,146 SH DEFINED 6, 7, 8 7146 KEYNOTE SYSTEMS INC EQUITY 493308100 70 7,499 SH DEFINED 1 7,499 KEYSPAN CORP EQUITY 49337W100 15 440 SH DEFINED 5 440 KEYSPAN CORP EQUITY 49337W100 2039 58,840 SH DEFINED 6, 7, 8 58840 KEYSPAN CORPORATION EQUITY 49337W100 12298 354,923 SH DEFINED 1 354,923 KEYSTONE PPTY TR CORP EQUITY 493596100 28 2,152 SH DEFINED 6, 7, 8 2152 KEYSTONE PROPERTY TRUST EQUITY 493596100 32 2,435 SH DEFINED 1 2,435 KFORCE INC EQUITY 493732101 50 7,941 SH DEFINED 6, 7, 8 7941 KILROY REALTY CORP. EQUITY 49427F108 216 8,230 SH DEFINED 1 8,230 KILROY RLTY CORP EQUITY 49427F108 207 7,894 SH DEFINED 6, 7, 8 7894 KILROY RLTY CORP COM EQUITY 49427F108 9066 345,126 SH Sole 3 293594 51532

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ KIMBALL INTERNATIONAL, INC. CLASS B EQUITY 494274103 173 11,430 SH DEFINED 1 11,430 KIMBALL INTL INC EQUITY 494274103 166 10,980 SH DEFINED 6, 7, 8 10980 KIMBERLY CLARK CORP EQUITY 494368103 98 1,640 SH DEFINED 5 1640 KIMBERLY CLARK CORP EQUITY 494368103 18797 314,330 SH DEFINED 6, 7, 8 314330 KIMBERLY-CLARK CORP. EQUITY 494368103 38428 642,611 SH DEFINED 1 642,611 KIMCO REALTY EQUITY 49446R109 20 627 SH DEFINED 1 627 KIMCO REALTY CORP COM EQUITY 49446R109 34821 1,065,200 SH Sole 3 881950 183250 KINDER MORGAN INC KANS EQUITY 49455P101 19 350 SH DEFINED 5 350 KINDER MORGAN INC KANS EQUITY 49455P101 2627 47,180 SH DEFINED 6, 7, 8 47180 KINDER MORGAN INC. EQUITY 49455P101 2818 50,600 SH DEFINED 1 50,600 KINDRED HEALTHCARE INC EQUITY 494580103 4 86 SH DEFINED 1 86 KING PHARMACEUTICALS COM EQUITY 495582108 104299 2,475,648 SH Sole 3 2374261 101387 KING PHARMACEUTICALS INC EQUITY 495582108 62 1,460 SH DEFINED 2 1460 KING PHARMACEUTICALS INC EQUITY 495582108 32 770 SH DEFINED 5 770 KING PHARMACEUTICALS INC EQUITY 495582108 4825 114,536 SH DEFINED 6, 7, 8 114536 KING PHARMACEUTICALS, INC. EQUITY 495582108 5177 122,888 SH DEFINED 1 122,888 KIRBY CORP EQUITY 497266106 165 5,998 SH DEFINED 6, 7, 8 5998 KIRBY CORP. EQUITY 497266106 171 6,225 SH DEFINED 1 6,225 KLA TENCOR CORP EQUITY 482480100 8564 172,800 SH DEFINED 2 172800 KLA-TENCOR CORP EQUITY 482480100 29 580 SH DEFINED 5 580 KLA-TENCOR CORP EQUITY 482480100 4134 83,420 SH DEFINED 6, 7, 8 83420 KLA-TENCOR CORP. EQUITY 482480100 4478 90,359 SH DEFINED 1 90,359 KMART CORP. EQUITY 482584109 1236 226,380 SH DEFINED 1 226,380 KNIGHT RIDDER INC EQUITY 499040103 17 260 SH DEFINED 5 260 KNIGHT RIDDER INC EQUITY 499040103 5362 82,580 SH DEFINED 6, 7, 8 82580 KNIGHT TRADING GROUP EQUITY 499063105 10 883 SH DEFINED 1 883 KNIGHT TRANSN INC EQUITY 499064103 86 4,577 SH DEFINED 6, 7, 8 4577 KNIGHT TRANSPORTATION, INC. EQUITY 499064103 90 4,767 SH DEFINED 1 4,767 KNIGHTBRIDGE TANKERS LTD EQUITY G5299G106 14479 899,340 SH DEFINED 1 899,340 KNIGHT-RIDDER, INC. EQUITY 499040103 4517 69,565 SH DEFINED 1 69,565 KOGER EQUITY INC EQUITY 500228101 141 8,623 SH DEFINED 6, 7, 8 8623 KOGER EQUITY, INC. EQUITY 500228101 148 9,101 SH DEFINED 1 9,101 KOHLS CORP EQUITY 500255104 74 1,050 SH DEFINED 5 1050 KOHLS CORP EQUITY 500255104 9976 141,630 SH DEFINED 6, 7, 8 141630 KOHLS CORP EQUITY 500255104 17875 253,756 SH DEFINED 2 253756 KOHLS CORP. EQUITY 500255104 26291 373,233 SH DEFINED 1 373,233 KOOKMIN BANK SPONS ADR EQUITY 50049M109 916 23,549 SH DEFINED 1 23,549 KOPIN CORP EQUITY 500600101 445 31,769 SH DEFINED 6, 7, 8 31769 KOPIN CORP. EQUITY 500600101 274 19,569 SH DEFINED 1 19,569 KOREA ELEC POWER CORP-SP ADR EQUITY 500631106 275 30,000 SH DEFINED 1 30,000 KOREA FUND INC EQUITY 500634100 1154 88,800 SH DEFINED 1 88,800 KOREA TELECOM CORP-S EQUITY 50063P103 427 21,000 SH DEFINED 1 21,000 KORN FERRY INTL EQUITY 500643200 605 56,762 SH DEFINED 6, 7, 8 56762 KORN/FERRY INTERNATIONAL EQUITY 500643200 610 57,247 SH DEFINED 1 57,247 KOS PHARMACEUTICALS INC EQUITY 500648100 48 1,393 SH DEFINED 6, 7, 8 1393 KOS PHARMACEUTICALS, INC. EQUITY 500648100 51 1,469 SH DEFINED 1 1,469 KOSAN BIOSCIENCES INC EQUITY 50064W107 35 4,345 SH DEFINED 1 4,345 KOSAN BIOSCIENCES INC EQUITY 50064W107 31 3,904 SH DEFINED 6, 7, 8 3904 KPMG CONSULTING INC EQUITY 48265R109 24 1,422 SH DEFINED 1 1,422 KPMG CONSULTING INC EQUITY 48265R109 288 17,400 SH DEFINED 6, 7, 8 17400

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ KRAFT FOODS INC EQUITY 50075N104 0 0 SH DEFINED 6, 7, 8 0 KRAMONT REALTY TRUST EQUITY 50075Q107 91 6,256 SH DEFINED 1 6,256 KRAMONT RLTY TR EQUITY 50075Q107 88 6,054 SH DEFINED 6, 7, 8 6054 KRISPY KREME DOUGHNU EQUITY 501014104 26 596 SH DEFINED 1 596 KROGER CO EQUITY 501044101 52 2,510 SH DEFINED 5 2510 KROGER CO EQUITY 501044101 7088 339,650 SH DEFINED 6, 7, 8 339650 KROGER CO. EQUITY 501044101 7491 358,929 SH DEFINED 1 358,929 KROLL INC EQUITY 501049100 72 4,788 SH DEFINED 6, 7, 8 4788 KROLL INC. EQUITY 501049100 77 5,108 SH DEFINED 1 5,108 KROLL INC. EQUITY 501049100 21808 1,444,212 SH DEFINED 1 1,444,212 KRONOS INC EQUITY 501052104 263 5,426 SH DEFINED 6, 7, 8 5426 KRONOS, INC. EQUITY 501052104 276 5,696 SH DEFINED 1 5,696 K-SWISS INC EQUITY 482686102 70 2,118 SH DEFINED 6, 7, 8 2118 K-SWISS, INC. EQUITY 482686102 75 2,253 SH DEFINED 1 2,253 KUBOTA CORP EQUITY 501173207 71 1,350 SH DEFINED 6, 7, 8 1350 KUBOTA CORP SPONS. ADR EQUITY 501173207 73 1,350 SH DEFINED 1 1,350 KULICKE & SOFFA INDS INC EQUITY 501242101 253 14,770 SH DEFINED 6, 7, 8 14770 KULICKE & SOFFA INDUSTRIES EQUITY 501242101 266 15,533 SH DEFINED 1 15,533 KULICKE + SOFFA INDS INC EQUITY 501242101 2502 145,900 SH DEFINED 2 145900 L 3 COMMUNICATIONS HLDG CORP EQUITY 502424104 9090 101,000 SH DEFINED 2 101000 L-3 COMMUNICATIONS HLDGS EQUITY 502424104 5554 61,712 SH DEFINED 6, 7, 8 61712 L-3 COMMUNICATIONS HOLDINGS, EQUITY 502424104 5583 62,033 SH DEFINED 1 62,033 LA JOLLA PHARMACEUTICAL C EQUITY 503459109 193 21,542 SH DEFINED 6, 7, 8 21542 LA JOLLA PHARMACEUTICAL CO EQUITY 503459109 86 9,602 SH DEFINED 1 9,602 LA QUINTA PPTYS INC EQUITY 50419Q409 237 41,328 SH DEFINED 6, 7, 8 41328 LA QUINTA PROPERTIES-PAIRED EQUITY 50419U202 249 43,457 SH DEFINED 1 43,457 LA Z BOY INC EQUITY 505336107 339 15,558 SH DEFINED 6, 7, 8 15558 Lab Corp of America Holdings EQUITY 50540R409 970 12,000 SH DEFINED 4 12,000 LABOR READY INC EQUITY 505401208 66 13,003 SH DEFINED 6, 7, 8 13003 LABOR READY, INC. EQUITY 505401208 68 13,323 SH DEFINED 1 13,323 LABORATORY CORP OF AMERICA EQUITY 50540R409 17137 211,960 SH Sole 3 177100 34860 LABORATORY CRP OF AM EQUITY 50540R409 50 616 SH DEFINED 1 616 LABRANCHE & CO INC EQUITY 505447102 2457 71,300 SH DEFINED 6, 7, 8 71300 LABRANCHE & CO. INC. EQUITY 505447102 2478 71,917 SH DEFINED 1 71,917 LACLEDE GAS CO. EQUITY 505597104 151 6,307 SH DEFINED 1 6,307 LACLEDE GROUP INC EQUITY 505597104 145 6,074 SH DEFINED 6, 7, 8 6074 LADENBURG THALMAN FIN SVC EQUITY 50575Q102 2 1,869 SH DEFINED 6, 7, 8 1869 LADENBURG THALMANN FINANCIAL EQUITY 50575Q102 2 1,967 SH DEFINED 1 1,967 LADISH CO., INC. EQUITY 505754200 34 3,081 SH DEFINED 1 3,081 LADISH INC EQUITY 505754200 31 2,869 SH DEFINED 6, 7, 8 2869 LAFARGE NORTH AMERIC EQUITY 505862102 9 252 SH DEFINED 1 252 LAKELAND BANCORP INC EQUITY 511637100 64 3,929 SH DEFINED 1 3,929 LAKELAND BANCORP INC EQUITY 511637100 59 3,613 SH DEFINED 6, 7, 8 3613 LAM RESEARCH CORP EQUITY 512807108 3539 152,400 SH DEFINED 6, 7, 8 152400 LAM RESEARCH CORP. EQUITY 512807108 3579 154,154 SH DEFINED 1 154,154 LAM RESH CORP EQUITY 512807108 6541 281,700 SH DEFINED 2 281700 LAMAR ADVERTISING CO EQUITY 512815101 21 488 SH DEFINED 1 488 LAMAR ADVERTISING CO CL A EQUITY 512815101 1092 25,800 SH Sole 3 25800 LAMAR CORP CV EQUITY 512815af8 6494 5,860,000 PRN Sole 3 5181000 679000 LAN CHILE SA SPON ADR EQUITY 501723100 140 18,500 SH DEFINED 1 18,500

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ LANCASTER COLONY CORP EQUITY 513847103 1910 53,791 SH DEFINED 6, 7, 8 53791 LANCASTER COLONY CORP. EQUITY 513847103 1923 54,167 SH DEFINED 1 54,167 LANCE INC EQUITY 514606102 612 42,831 SH DEFINED 6, 7, 8 42831 LANCE, INC. EQUITY 514606102 113 7,930 SH DEFINED 1 7,930 LANDAMERICA FINANCIAL GROUP EQUITY 514936103 180 6,271 SH DEFINED 1 6,271 LANDAMERICA FINL GROUP IN EQUITY 514936103 171 5,967 SH DEFINED 6, 7, 8 5967 LANDAUER INC EQUITY 51476K103 78 2,301 SH DEFINED 6, 7, 8 2301 LANDAUER, INC. EQUITY 51476K103 84 2,488 SH DEFINED 1 2,488 LANDRYS RESTAURANTS INC EQUITY 51508L103 93 4,967 SH DEFINED 6, 7, 8 4967 LANDRY'S RESTAURANTS INC. EQUITY 51508L103 98 5,232 SH DEFINED 1 5,232 LANDS END INC EQUITY 515086106 1981 39,488 SH DEFINED 6, 7, 8 39488 LAND'S END, INC. EQUITY 515086106 1988 39,628 SH DEFINED 1 39,628 LANDSTAR SYS INC EQUITY 515098101 386 5,326 SH DEFINED 6, 7, 8 5326 LANDSTAR SYS INC EQUITY 515098101 6283 86,650 SH DEFINED 2 86650 LANDSTAR SYSTEM, INC. EQUITY 515098101 186 2,561 SH DEFINED 1 2,561 LANTRONIX INC EQUITY 516548104 37 5,920 SH DEFINED 1 5,920 LANTRONIX INC EQUITY 516548104 36 5,637 SH DEFINED 6, 7, 8 5637 LARGE SCALE BIOLOGY CORP EQUITY 517053104 16 3,663 SH DEFINED 1 3,663 LARGE SCALE BIOLOGY CORP EQUITY 517053104 16 3,663 SH DEFINED 6, 7, 8 3663 LASALLE HOTEL PPTYS EQUITY 517942108 46 3,958 SH DEFINED 6, 7, 8 3958 LASALLE HOTEL PPTYS COM SH BEN EQUITY 517942108 2998 255,400 SH Sole 3 218800 36600 LASALLE HOTEL PROPERTIES EQUITY 517942108 50 4,258 SH DEFINED 1 4,258 LATTICE SEMICONDUCTOR COR EQUITY 518415104 2889 140,425 SH DEFINED 6, 7, 8 140425 LATTICE SEMICONDUCTOR CORP. EQUITY 518415104 2758 134,086 SH DEFINED 1 134,086 LAWSON PRODS INC EQUITY 520776105 41 1,574 SH DEFINED 6, 7, 8 1574 LAWSON PRODUCTS, INC. EQUITY 520776105 44 1,684 SH DEFINED 1 1,684 LA-Z-BOY CHAIR CO. EQUITY 505336107 354 16,229 SH DEFINED 1 16,229 LEAP WIRELESS INTL INC EQUITY 521863100 187 8,938 SH DEFINED 6, 7, 8 8938 LEAP WIRELESS INTL INC EQUITY 521863118 370 12,250 SH DEFINED 2 12250 LEAP WIRELESS INTL, INC. EQUITY 521863100 198 9,448 SH DEFINED 1 9,448 LEAR CORP EQUITY 521865105 3565 93,470 SH DEFINED 1 93,470 LEAR CORP EQUITY 521865105 4928 129,200 SH DEFINED 6, 7, 8 129200 LEARNING TREE INTERNATIONAL EQUITY 522015106 102 3,638 SH DEFINED 1 3,638 LEARNING TREE INTL INC EQUITY 522015106 94 3,368 SH DEFINED 6, 7, 8 3368 LECROY CORP EQUITY 52324W109 45 2,491 SH DEFINED 1 2,491 LECROY CORP EQUITY 52324W109 43 2,373 SH DEFINED 6, 7, 8 2373 LEE ENTERPRISES INC EQUITY 523768109 2404 66,090 SH DEFINED 6, 7, 8 66090 LEE ENTERPRISES, INC. EQUITY 523768109 2424 66,654 SH DEFINED 1 66,654 LEGATO SYS INC EQUITY 524651106 1742 134,292 SH DEFINED 6, 7, 8 134292 LEGATO SYSTEMS, INC. EQUITY 524651106 1757 135,455 SH DEFINED 1 135,455 LEGG MASON INC EQUITY 524901105 4043 80,900 SH DEFINED 6, 7, 8 80900 LEGG MASON, INC. EQUITY 524901105 4070 81,442 SH DEFINED 1 81,442 LEGGETT & PLATT INC EQUITY 524660107 14 610 SH DEFINED 5 610 LEGGETT & PLATT INC EQUITY 524660107 1911 83,100 SH DEFINED 6, 7, 8 83100 LEGGETT & PLATT, INC. EQUITY 524660107 2054 89,316 SH DEFINED 1 89,316 LEHMAN BROS HLDGS INC EQUITY 524908100 50 750 SH DEFINED 5 750 LEHMAN BROS HLDGS INC EQUITY 524908100 12723 190,465 SH DEFINED 6, 7, 8 190465 LEHMAN BROTHERS HLDGS INC EQUITY 524908100 26701 399,720 SH DEFINED 2 399720 LEHMAN BROTHERS HOLDINGS, INC. EQUITY 524908100 13098 196,075 SH DEFINED 1 196,075 LENNAR CORP EQUITY 526057104 4598 98,200 SH DEFINED 6, 7, 8 98200

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ LENNAR CORP COM EQUITY 526057104 53900 1,151,221 SH Sole 3 1116951 34270 LENNAR CORP. EQUITY 526057104 4617 98,606 SH DEFINED 1 98,606 LENNOX INTERNATIONAL INC EQUITY 526107107 141 14,485 SH DEFINED 1 14,485 LENNOX INTL INC EQUITY 526107107 134 13,795 SH DEFINED 6, 7, 8 13795 LEUCADIA NATIONAL CORP. EQUITY 527288104 1948 67,469 SH DEFINED 1 67,469 LEUCADIA NATL CORP EQUITY 527288104 1940 67,200 SH DEFINED 6, 7, 8 67200 LEVEL 3 COMMUNICATIONS, INC. EQUITY 52729N100 17 3,467 SH DEFINED 1 3,467 LEXAR MEDIA INC EQUITY 52886P104 2,548 965,215 SH DEFINED 1 965,215 LEXAR MEDIA INC EQUITY 52886P104 2574 975,013 SH DEFINED 1 975,013 LEXAR MEDIA INC EQUITY 52886P104 26 9,798 SH DEFINED 6, 7, 8 9798 LEXENT INC EQUITY 52886Q102 34 5,435 SH DEFINED 1 5,435 LEXENT INC EQUITY 52886Q102 34 5,435 SH DEFINED 6, 7, 8 5435 LEXICON GENETICS INC EQUITY 528872104 113 9,803 SH DEFINED 6, 7, 8 9803 LEXICON GENETICS INC. EQUITY 528872104 118 10,228 SH DEFINED 1 10,228 LEXINGTON CORP PPTYS TR EQUITY 529043101 98 6,291 SH DEFINED 6, 7, 8 6291 LEXINGTON CORP. PROPERTRIES EQUITY 529043101 100 6,465 SH DEFINED 1 6,465 LEXMARK INTERNATIONAL GROUP EQUITY 529771107 5432 92,061 SH DEFINED 1 92,061 LEXMARK INTL NEW EQUITY 529771107 24 410 SH DEFINED 5 410 LEXMARK INTL NEW EQUITY 529771107 5148 87,250 SH DEFINED 6, 7, 8 87250 LIBBEY INC EQUITY 529898108 152 4,657 SH DEFINED 6, 7, 8 4657 LIBBEY, INC. EQUITY 529898108 159 4,862 SH DEFINED 1 4,862 LIBERATE TECHNOLOGIES EQUITY 530129105 366 31,892 SH DEFINED 6, 7, 8 31892 LIBERATE TECHNOLOGIES, INC. EQUITY 530129105 383 33,366 SH DEFINED 1 33,366 LIBERTY CORP S C EQUITY 530370105 222 5,388 SH DEFINED 6, 7, 8 5388 LIBERTY CORP. EQUITY 530370105 230 5,579 SH DEFINED 1 5,579 LIBERTY DIGITAL INC EQUITY 530436104 21 6,111 SH DEFINED 6, 7, 8 6111 LIBERTY DIGITAL INC CL A EQUITY 530436104 22 6,478 SH DEFINED 1 6,478 LIBERTY LIVEWIRE CORP EQUITY 530709104 12 1,659 SH DEFINED 1 1,659 LIBERTY LIVEWIRE CORP EQUITY 530709104 12 1,659 SH DEFINED 6, 7, 8 1659 LIBERTY MEDIA CORP NEW EQUITY 530718105 8703 621,650 SH DEFINED 2 621650 LIBERTY MEDIA MEDIA CORP A EQUITY 530718105 158 11,320 SH DEFINED 2 11320 LIBERTY PPTY TR SH BEN INT EQUITY 531172104 970 32,500 SH Sole 3 32500 LIBERTY PROPERTY TRUST EQUITY 531172104 7552 252,990 SH DEFINED 1 252,990 LIFEPOINT HOSPITALS HLDG EQUITY 53219L109 2019 59,303 SH DEFINED 1 59,303 LIFEPOINT HOSPITALS INC EQUITY 53219L109 2283 67,070 SH DEFINED 6, 7, 8 67070 LIGAND PHARMACEUTICALS IN EQUITY 53220K207 438 24,464 SH DEFINED 6, 7, 8 24464 LIGAND PHARMACEUTICALS, INC., CLASS B EQUITY 53220K207 217 12,096 SH DEFINED 1 12,096 LIGHTBRIDGE INC EQUITY 532226107 93 7,646 SH DEFINED 1 7,646 LIGHTBRIDGE INC EQUITY 532226107 89 7,305 SH DEFINED 6, 7, 8 7305 LIGHTPATH TECHNOLOGIES IN EQUITY 532257102 22 6,103 SH DEFINED 6, 7, 8 6103 LIGHTPATH TECHNOLOGIES INC EQUITY 532257102 23 6,408 SH DEFINED 1 6,408 LILLY ELI & CO EQUITY 532457108 276 3,510 SH DEFINED 5 3510 LILLY ELI & CO EQUITY 532457108 44920 571,930 SH DEFINED 6, 7, 8 571930 LILLY ELI + CO EQUITY 532457108 2356 30,000 SH DEFINED 2 30000 LIMITED INC EQUITY 532716107 20 1,340 SH DEFINED 5 1340 LIMITED INC EQUITY 532716107 2668 181,230 SH DEFINED 6, 7, 8 181230 LIMITED, INC. EQUITY 532716107 2857 194,083 SH DEFINED 1 194,083 LINCARE HLDGS INC EQUITY 532791100 3747 130,800 SH DEFINED 6, 7, 8 130800 LINCARE HOLDINGS, INC. EQUITY 532791100 3785 132,119 SH DEFINED 1 132,119 LINCOLN ELEC HLDGS INC EQUITY 533900106 238 9,734 SH DEFINED 6, 7, 8 9734

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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MAF BANCORP INC EQUITY 55261R108 175 5,918 SH DEFINED 6, 7, 8 5918 MAF BANCORP, INC. EQUITY 55261R108 182 6,158 SH DEFINED 1 6,158 MAGELLAN HEALTH SERVICES, INC. EQUITY 559079108 45 7,117 SH DEFINED 1 7,117 MAGELLAN HEALTH SVCS INC EQUITY 559079108 44 6,862 SH DEFINED 6, 7, 8 6862 MAGNA ENTERTAINMENT CL A EQUITY 559211107 52 7,380 SH DEFINED 1 7,380 MAGNA ENTMT CORP EQUITY 559211107 48 6,909 SH DEFINED 6, 7, 8 6909 MAGNATEK, INC. EQUITY 559424106 61 6,769 SH DEFINED 1 6,769 MAGNETEK INC EQUITY 559424106 59 6,543 SH DEFINED 6, 7, 8 6543 MAGNUM HUNTER RES INC EQUITY 55972F203 69 8,303 SH DEFINED 6, 7, 8 8303 MAGNUM HUNTER RESOURCES INC EQUITY 55972F203 74 8,911 SH DEFINED 1 8,911 MAHANAGAR TELE NIGAM-ADR EQUITY 559778402 412 68,500 SH DEFINED 1 68,500 MAIL-WELL INC EQUITY 560321200 40 9,796 SH DEFINED 6, 7, 8 9796 MAIL-WELL, INC. EQUITY 560321200 42 10,123 SH DEFINED 1 10,123 MAIN STR BKS INC NEW EQUITY 56034R102 45 2,752 SH DEFINED 6, 7, 8 2752 MAIN STREET BANKS INC EQUITY 56034R102 48 2,922 SH DEFINED 1 2,922 MAKITA CORP EQUITY 560877300 16 3,000 SH DEFINED 6, 7, 8 3000 MAKITA CORP. SPONS. ADR EQUITY 560877300 16 3,000 SH DEFINED 1 3,000 MALAYSIA FUND INC EQUITY 560905101 39 10,000 SH DEFINED 1 10,000 MANAGEMENT NETWORK GROUP EQUITY 561693102 18 2,583 SH DEFINED 6, 7, 8 2583 MANAGEMENT NETWORK GROUP INC EQUITY 561693102 18 2,583 SH DEFINED 1 2,583 MANDALAY RESORT GROUP EQUITY 562567107 1853 86,609 SH DEFINED 1 86,609 MANDALAY RESORT GROUP EQUITY 562567107 1840 86,000 SH DEFINED 6, 7, 8 86000 MANHATTAN ASSOCIATES, INC. EQUITY 562750109 124 4,260 SH DEFINED 1 4,260 MANHATTAN ASSOCS INC EQUITY 562750109 119 4,086 SH DEFINED 6, 7, 8 4086 MANITOWOC CO., INC. EQUITY 563571108 243 7,816 SH DEFINED 1 7,816 MANITOWOC INC EQUITY 563571108 233 7,501 SH DEFINED 6, 7, 8 7501 MANOR CARE INC NEW EQUITY 564055101 8 320 SH DEFINED 5 320 MANOR CARE INC NEW EQUITY 564055101 1026 43,290 SH DEFINED 6, 7, 8 43290 MANOR CARE, INC. EQUITY 564055101 1103 46,539 SH DEFINED 1 46,539 MANPOWER INC EQUITY 56418H100 5291 156,960 SH DEFINED 6, 7, 8 156960 MANPOWER, INC. EQUITY 56418H100 4173 123,794 SH DEFINED 1 123,794 MANUFACTURED HOME CMNT COM EQUITY 564682102 7603 243,600 SH Sole 3 205900 37700 MANUFACTURED HOME CMNTYS EQUITY 564682102 126 4,053 SH DEFINED 6, 7, 8 4053 MANUFACTURED HOME COMMUNITIES EQUITY 564682102 133 4,252 SH DEFINED 1 4,252 MANUFACTURERS SERVICES LTD EQUITY 565005105 27 4,357 SH DEFINED 1 4,357 MANUFACTURERS SVCS LTD EQUITY 565005105 27 4,357 SH DEFINED 6, 7, 8 4357 MANUGISTICS GROUP IN EQUITY 565011103 12 583 SH DEFINED 1 583 MAPINFO CORP EQUITY 565105103 60 3,813 SH DEFINED 6, 7, 8 3813 MAPINFO CORP COM EQUITY 565105103 65 4,134 SH DEFINED 1 4,134 MARCUS CORP EQUITY 566330106 82 5,812 SH DEFINED 1 5,812 MARCUS CORP EQUITY 566330106 79 5,612 SH DEFINED 6, 7, 8 5612 MARKEL CORP EQUITY 570535104 10 55 SH DEFINED 1 55 MARRIOTT INTERNATIONAL, INC. EQUITY 571903202 4445 109,341 SH DEFINED 1 109,341 MARRIOTT INTL INC NEW EQUITY 571903202 30 750 SH DEFINED 5 750 MARRIOTT INTL INC NEW EQUITY 571903202 4143 101,920 SH DEFINED 6, 7, 8 101920 MARSH & MCLENNAN COMPANIES INC EQUITY 571748102 13199 122,834 SH DEFINED 1 122,834 MARSH & MCLENNAN COS INC EQUITY 571748102 92 860 SH DEFINED 5 860 MARSH & MCLENNAN COS INC EQUITY 571748102 12480 116,150 SH DEFINED 6, 7, 8 116150 MARSH + MCLENNAN COS INC EQUITY 571748102 7016 65,300 SH DEFINED 2 65300 MARSHALL & ILSLEY CORP EQUITY 571834100 8112 128,200 SH DEFINED 6, 7, 8 128200

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MARSHALL & ILSLEY CORP. EQUITY 571834100 8164 129,019 SH DEFINED 1 129,019 MARTEK BIOSCIENCES CORP EQUITY 572901106 96 4,417 SH DEFINED 6, 7, 8 4417 MARTEK BIOSCIENCES CORP. EQUITY 572901106 101 4,624 SH DEFINED 1 4,624 MARTHA STEWART LIVING INC EQUITY 573083102 5993 364,300 SH DEFINED 2 364300 MARTHA STEWART LIVING OMN EQUITY 573083102 40 2,436 SH DEFINED 6, 7, 8 2436 MARTHA STEWART LIVING-CL A EQUITY 573083102 41 2,516 SH DEFINED 1 2,516 MARTIN MARIETTA MATERIALS EQUITY 573284106 2763 59,287 SH DEFINED 1 59,287 MARTIN MARIETTA MATLS INC EQUITY 573284106 2745 58,900 SH DEFINED 6, 7, 8 58900 MARVELL TECHNOLOGY GROUP LTD EQUITY G5876H105 6089 170,000 SH DEFINED 2 170000 MASCO CORP EQUITY 574599106 35 1,430 SH DEFINED 5 1430 MASCO CORP EQUITY 574599106 4754 194,030 SH DEFINED 6, 7, 8 194030 MASCO CORP. EQUITY 574599106 21561 880,037 SH DEFINED 1 880,037 MASSEY ENERGY COMPANY EQUITY 576206106 12 574 SH DEFINED 1 574 MASTEC INC EQUITY 576323109 47 6,714 SH DEFINED 6, 7, 8 6714 MASTEC, INC. EQUITY 576323109 50 7,166 SH DEFINED 1 7,166 MATRIX PHARMACEUTICAL INC EQUITY 576844104 12 7,419 SH DEFINED 6, 7, 8 7419 MATRIX PHARMACEUTICALS, INC. EQUITY 576844104 12 7,638 SH DEFINED 1 7,638 MATRIXONE INC EQUITY 57685P304 141 10,872 SH DEFINED 1 10,872 MATRIXONE INC EQUITY 57685P304 22 1750 SH DEFINED 6, 7 1750 MATRIXONE INC EQUITY 57685P304 278 21,366 SH DEFINED 6, 7, 8 21366 MATRIXONE INC EQUITY 57685P304 3875 298,300 SH DEFINED 2 298300 MATTEL INC EQUITY 577081102 23 1,350 SH DEFINED 5 1350 MATTEL INC EQUITY 577081102 113 6562 SH DEFINED 6, 7 6562 MATTEL INC EQUITY 577081102 5467 317,840 SH DEFINED 6, 7, 8 317840 MATTEL, INC. EQUITY 577081102 5816 338,117 SH DEFINED 1 338,117 MATTHEWS INTERNATIONAL CORP. CLASS A EQUITY 577128101 224 9,096 SH DEFINED 1 9,096 MATTHEWS INTL CORP EQUITY 577128101 213 8,668 SH DEFINED 6, 7, 8 8668 MATTSON TECHNOLOGY INC EQUITY 577223100 79 8,995 SH DEFINED 6, 7, 8 8995 MATTSON TECHNOLOGY, INC. EQUITY 577223100 85 9,604 SH DEFINED 1 9,604 MAUI LAND & PINEAPPLE CO EQUITY 577345101 16 657 SH DEFINED 1 657 MAUI LD & PINEAPPLE INC EQUITY 577345101 16 657 SH DEFINED 6, 7, 8 657 MAVERICK TUBE CORP EQUITY 577914104 126 9,743 SH DEFINED 6, 7, 8 9743 MAVERICK TUBE CORP. EQUITY 577914104 132 10,190 SH DEFINED 1 10,190 MAXIM INTEGRATED PRODS IN EQUITY 57772K101 53 1,010 SH DEFINED 5 1010 MAXIM INTEGRATED PRODS IN EQUITY 57772K101 8487 161,640 SH DEFINED 6, 7, 8 161640 MAXIM INTEGRATED PRODUCTS INC. EQUITY 57772K101 8894 169,385 SH DEFINED 1 169,385 MAXIM PHARMACEUTICALS INC EQUITY 57772M107 52 7,474 SH DEFINED 6, 7, 8 7474 MAXIM PHARMACEUTICALS INC. EQUITY 57772M107 53 7,709 SH DEFINED 1 7,709 MAXIMUS INC EQUITY 577933104 150 3,557 SH DEFINED 6, 7, 8 3557 MAXIMUS INC COM EQUITY 577933104 52097 1,238,643 SH Sole 3 1220283 18360 MAXIMUS, INC. EQUITY 577933104 157 3,744 SH DEFINED 1 3,744 MAXTOR CORP EQUITY 577729205 9 1,430 SH DEFINED 1 1,430 MAXWELL TECHNOLOGIES INC EQUITY 577767106 32 3,225 SH DEFINED 6, 7, 8 3225 MAXWELL TECHNOLOGIES, INC. EQUITY 577767106 33 3,392 SH DEFINED 1 3,392 MAXYGEN EQUITY 577776107 155 8,837 SH DEFINED 1 8,837 MAXYGEN INC EQUITY 577776107 261 14,861 SH DEFINED 6, 7, 8 14861 MAY DEPARTMENT STORES CO. EQUITY 577778103 9740 263,399 SH DEFINED 1 263,399 MAY DEPT STORES CO EQUITY 577778103 35 940 SH DEFINED 5 940 MAY DEPT STORES CO EQUITY 577778103 10497 283,850 SH DEFINED 6, 7, 8 283850 MAY DEPT STORES CO EQUITY 577778103 6092 164,735 SH DEFINED 2 164735

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MAYTAG CORP EQUITY 578592107 7 240 SH DEFINED 5 240 MAYTAG CORP EQUITY 578592107 1007 32,440 SH DEFINED 6, 7, 8 32440 MAYTAG CORP. EQUITY 578592107 1090 35,116 SH DEFINED 1 35,116 MB FINANCIAL INC EQUITY 55264U108 48 1,779 SH DEFINED 1 1,779 MB FINANCIAL INC NEW EQUITY 55264U108 1 20 SH DEFINED 6, 7, 8 20 MBIA INC EQUITY 55262C100 25 460 SH DEFINED 5 460 MBIA INC EQUITY 55262C100 4195 78,230 SH DEFINED 6, 7, 8 78230 MBIA, INC EQUITY 55262C100 3617 67,440 SH DEFINED 1 67,440 MBNA Capital CORPBOND 55263BAA9 5649 6,000,000 PRN DEFINED 4 6,000,000 MBNA CORP EQUITY 55262L100 94 2,660 SH DEFINED 5 2660 MBNA CORP EQUITY 55262L100 14480 411,362 SH DEFINED 6, 7, 8 411362 MBNA CORP. EQUITY 55262L100 15186 431,408 SH DEFINED 1 431,408 MCAFEE COM CORP EQUITY 579062100 52 1,535 SH DEFINED 6, 7, 8 1535 MCAFEE.COM CORP. EQUITY 579062100 57 1,671 SH DEFINED 1 1,671 MCCLATCHY COMPANY-CL EQUITY 579489105 10 213 SH DEFINED 1 213 MCCORMICK & CO INC EQUITY 579780206 3525 84,000 SH DEFINED 6, 7, 8 84000 MCCORMICK & CO., INC. EQUITY 579780206 3555 84,708 SH DEFINED 1 84,708 MCDATA CORP EQUITY 580031201 3344 136,500 SH DEFINED 6, 7, 8 136500 MCDATA CORP CL A EQUITY 580031201 6 233 SH DEFINED 2 233 MCDATA CORP-CL A EQUITY 580031201 3351 136,756 SH DEFINED 1 136,756 MCDATA CORPORATION EQUITY 580031102 5908 240,350 SH DEFINED 2 240350 MCDERMOTT INTERNATIONAL, INC. EQUITY 580037109 338 27,549 SH DEFINED 1 27,549 MCDERMOTT INTL INC EQUITY 580037109 2 190 SH DEFINED 5 190 MCDERMOTT INTL INC EQUITY 580037109 320 26,100 SH DEFINED 6, 7, 8 26100 McDonalds Corp EQUITY 580135101 1257 47,500 SH DEFINED 4 47,500 MCDONALDS CORP EQUITY 580135101 106 4,020 SH DEFINED 5 4020 MCDONALDS CORP EQUITY 580135101 14386 543,500 SH DEFINED 6, 7, 8 543500 MCDONALD'S CORP. EQUITY 580135101 15187 573,756 SH DEFINED 1 573,756 MCG CAPITAL CORP EQUITY 58047P107 34616 1,944,720 SH DEFINED 1 1,944,720 MCGRATH RENTCORP EQUITY 580589109 77 2,042 SH DEFINED 1 2,042 MCGRATH RENTCORP EQUITY 580589109 73 1,942 SH DEFINED 6, 7, 8 1942 MCGRAW HILL COS INC EQUITY 580645109 37 600 SH DEFINED 5 600 MCGRAW HILL COS INC EQUITY 580645109 6236 102,260 SH DEFINED 6, 7, 8 102260 MCGRAW-HILL, INC. EQUITY 580645109 6549 107,401 SH DEFINED 1 107,401 MCKESSON CORP EQUITY 58155Q103 33 890 SH DEFINED 5 890 MCKESSON CORP EQUITY 58155Q103 4524 120,960 SH DEFINED 6, 7, 8 120960 MCKESSON CORP. EQUITY 58155Q103 4875 130,348 SH DEFINED 1 130,348 MCLEODUSA, INC. CLASS A EQUITY 582266102 1 2,904 SH DEFINED 1 2,904 MCMORAN EXPLORATION CO EQUITY 582411104 25 4,264 SH DEFINED 1 4,264 MCMORAN EXPLORATION CO EQUITY 582411104 24 4,131 SH DEFINED 6, 7, 8 4131 MCSI INC EQUITY 55270M108 83 3,535 SH DEFINED 1 3,535 MCSI INC EQUITY 55270M108 141 6,014 SH DEFINED 6, 7, 8 6014 MDU RES GROUP INC EQUITY 552690109 2365 84,000 SH DEFINED 6, 7, 8 84000 MDU RESOURCES GROUP, INC. EQUITY 552690109 2381 84,568 SH DEFINED 1 84,568 Mead Corp CORPBOND 582834AH0 3796 4,000,000 PRN DEFINED 4 4,000,000 Mead Corp CORPBOND 582834AK3 5198 6,000,000 PRN DEFINED 4 6,000,000 MEAD CORP EQUITY 582834107 10 310 SH DEFINED 5 310 MEAD CORP EQUITY 582834107 1296 41,960 SH DEFINED 6, 7, 8 41960 MEAD CORP. EQUITY 582834107 1392 45,062 SH DEFINED 1 45,062 MEADE INSTRUMENTS CORP EQUITY 583062104 47 13,045 SH DEFINED 6, 7, 8 13045

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MEASUREMENT SPECIALTIES I EQUITY 583421102 26 2,757 SH DEFINED 6, 7, 8 2757 MEASUREMENT SPECIALTIES INC EQUITY 583421102 26 2,757 SH DEFINED 1 2,757 MECHANICAL TECHNOLOGY INC EQUITY 583538103 16 5,770 SH DEFINED 1 5,770 MECHANICAL TECHNOLOGY INC EQUITY 583538103 15 5,431 SH DEFINED 6, 7, 8 5431 MEDALLION FINANCIAL CORP. EQUITY 583928106 35 4,396 SH DEFINED 1 4,396 MEDALLION FINL CORP EQUITY 583928106 33 4,167 SH DEFINED 6, 7, 8 4167 MEDAREX INC EQUITY 583916101 18 999 SH DEFINED 1 999 MEDAREX INC EQUITY 583916101 175 9,765 SH DEFINED 6, 7, 8 9765 MEDAREX INC EQUITY 583916101 3592 200,000 SH DEFINED 2 200000 MED-DESIGN CORP EQUITY 583926100 46 2,356 SH DEFINED 1 2,356 MED-DESIGN CORP EQUITY 583926100 42 2,140 SH DEFINED 6, 7, 8 2140 MEDFORD BANCORP INC EQUITY 584131106 40 1,909 SH DEFINED 1 1,909 MEDFORD BANCORP INC EQUITY 584131106 40 1,909 SH DEFINED 6, 7, 8 1909 MEDIA GEN INC EQUITY 584404107 1587 31,854 SH DEFINED 6, 7, 8 31854 MEDIA GENERAL, INC. CLASS A EQUITY 584404107 1597 32,046 SH DEFINED 1 32,046 MEDIACOM COMMUNICATI EQUITY 58446K105 6 331 SH DEFINED 1 331 MEDICINES CO EQUITY 584688105 74 6,409 SH DEFINED 6, 7, 8 6409 MEDICINES COMPANY EQUITY 584688105 77 6,682 SH DEFINED 1 6,682 MEDICIS PHARMACEUTIC EQUITY 584690309 24 367 SH DEFINED 1 367 MEDICIS PHARMACEUTICAL CL A NE EQUITY 584690309 94045 1,456,032 SH Sole 3 1429372 26660 MEDIMMUNE INC EQUITY 584699102 31 670 SH DEFINED 5 670 MEDIMMUNE INC EQUITY 584699102 4431 95,600 SH DEFINED 6, 7, 8 95600 MEDIMMUNE INC EQUITY 584699102 5224 112,700 SH DEFINED 2 112700 MEDIMMUNE, INC. EQUITY 584699102 4802 103,606 SH DEFINED 1 103,606 MEDIS TECHNOLOGIES LTD EQUITY 58500P107 18 2,493 SH DEFINED 1 2,493 MEDIS TECHNOLOGIES LTD EQUITY 58500P107 18 2,493 SH DEFINED 6, 7, 8 2493 MEDQUIST INC EQUITY 584949101 86 2,954 SH DEFINED 6, 7, 8 2954 MEDQUIST, INC. EQUITY 584949101 91 3,121 SH DEFINED 1 3,121 MEDTRONIC INC EQUITY 585055106 194 3,780 SH DEFINED 5 3780 MEDTRONIC INC EQUITY 585055106 26213 511,870 SH DEFINED 6, 7, 8 511870 MEDTRONIC INC EQUITY 585055106 4793 93,600 SH DEFINED 2 93600 MEDTRONIC, INC. EQUITY 585055106 32317 631,075 SH DEFINED 1 631,075 MEEMIC HLDGS INC EQUITY 585135106 7 338 SH DEFINED 6, 7, 8 338 MEEMIC HOLDINGS INC EQUITY 585135106 7 338 SH DEFINED 1 338 MELLON FINANCIAL CORPORATION EQUITY 58551A108 10535 280,039 SH DEFINED 1 280,039 MELLON FINL CORP EQUITY 58551A108 55 1,460 SH DEFINED 5 1460 MELLON FINL CORP EQUITY 58551A108 10113 268,810 SH DEFINED 6, 7, 8 268810 MELLON FINL CORP EQUITY 58551A108 4887 129,900 SH DEFINED 2 129900 MEMBERWORKS INC EQUITY 586002107 39 2,778 SH DEFINED 6, 7, 8 2778 MEMBERWORKS INCORPORATED EQUITY 586002107 41 2,936 SH DEFINED 1 2,936 MEMC ELECTR MATLS INC EQUITY 552715104 47 13,222 SH DEFINED 6, 7, 8 13222 MEMC ELECTRONIC MATERIALS, INC EQUITY 552715104 48 13,617 SH DEFINED 1 13,617 MENS WEARHOUSE INC EQUITY 587118100 191 9,229 SH DEFINED 6, 7, 8 9229 MENS WEARHOUSE, INC. EQUITY 587118100 202 9,763 SH DEFINED 1 9,763 MENTOR CORP MINN EQUITY 587188103 177 6,208 SH DEFINED 6, 7, 8 6208 MENTOR CORP. EQUITY 587188103 188 6,570 SH DEFINED 1 6,570 MENTOR GRAPHICS CORP EQUITY 587200106 1846 78,300 SH DEFINED 6, 7, 8 78300 MENTOR GRAPHICS CORP COM EQUITY 587200106 38791 1,645,765 SH Sole 3 1577065 68700 MENTOR GRAPHICS CORP. EQUITY 587200106 1865 79,128 SH DEFINED 1 79,128 MERCANTILE BANKSHARES COR EQUITY 587405101 3650 84,800 SH DEFINED 6, 7, 8 84800

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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ METRIS COS INC COM EQUITY 591598107 89840 3,494,353 SH Sole 3 3344899 149454 METRO GOLDWYN MAYER INC EQUITY 591610100 1550 70,760 SH DEFINED 6, 7, 8 70760 METRO ONE TELECOMMUNICATI EQUITY 59163F105 157 5,195 SH DEFINED 6, 7, 8 5195 METRO ONE TELECOMMUNICATIONS EQUITY 59163F105 164 5,421 SH DEFINED 1 5,421 METRO ONE TELECOMMUNICATIONS EQUITY 59163F105 13192 436,093 SH Sole 3 428093 8000 METRO-GOLDWYN-MAYER EQUITY 591610100 1560 71,218 SH DEFINED 1 71,218 METROMEDIA FIBER NETWORK, INC. EQUITY 591689104 1 3,030 SH DEFINED 1 3,030 METROMEDIA INTERNATIONAL GROUP EQUITY 591695101 20 24,738 SH DEFINED 1 24,738 METROMEDIA INTL GROUP INC EQUITY 591695101 19 23,452 SH DEFINED 6, 7, 8 23452 METTLER-TOLEDO INTERNATIONAL EQUITY 592688105 22 426 SH DEFINED 1 426 MGI PHARMA INC EQUITY 552880106 96 6,301 SH DEFINED 1 6,301 MGI PHARMA INC EQUITY 552880106 92 6,030 SH DEFINED 6, 7, 8 6030 MGIC INVESTMENT CORP. EQUITY 552848103 2999 48,598 SH DEFINED 1 48,598 MGIC INVT CORP WIS EQUITY 552848103 21 340 SH DEFINED 5 340 MGIC INVT CORP WIS EQUITY 552848103 2798 45,330 SH DEFINED 6, 7, 8 45330 MGM GRAND INC EQUITY 552953101 18 632 SH DEFINED 1 632 MICHAELS STORES INC EQUITY 594087108 638 19,358 SH DEFINED 6, 7, 8 19358 MICHAELS STORES INC EQUITY 594087108 6102 185,200 SH DEFINED 2 185200 MICHAELS STORES INC COM EQUITY 594087108 13569 411,800 SH Sole 3 361000 50800 MICHAELS STORES, INC. EQUITY 594087108 671 20,352 SH DEFINED 1 20,352 MICREL INC EQUITY 594793101 2959 112,800 SH DEFINED 6, 7, 8 112800 MICREL, INC. EQUITY 594793101 2980 113,626 SH DEFINED 1 113,626 MICRO GENERAL CORP EQUITY 594838302 43 3,164 SH DEFINED 1 3,164 MICRO GENERAL CORP EQUITY 594838302 41 2,980 SH DEFINED 6, 7, 8 2980 MICROCHIP TECHNOLOGY INC EQUITY 595017104 6372 164,480 SH DEFINED 6, 7, 8 164480 MICROCHIP TECHNOLOGY, INC. EQUITY 595017104 6441 166,258 SH DEFINED 1 166,258 MICROFINANCIAL INC EQUITY 595072109 21 2,023 SH DEFINED 1 2,023 MICROFINANCIAL INC EQUITY 595072109 21 2,023 SH DEFINED 6, 7, 8 2023 MICROMUSE INC EQUITY 595094103 18 1,175 SH DEFINED 1 1,175 MICROMUSE INC EQUITY 595094103 61 4,050 SH DEFINED 6, 7, 8 4050 MICRON TECHNOLOGY INC EQUITY 595112103 58 1,870 SH DEFINED 5 1870 MICRON TECHNOLOGY INC EQUITY 595112103 8649 279,010 SH DEFINED 6, 7, 8 279010 MICRON TECHNOLOGY, INC. EQUITY 595112103 20542 662,652 SH DEFINED 1 662,652 MICROS SYS INC EQUITY 594901100 136 5,409 SH DEFINED 6, 7, 8 5409 MICROS SYSTEMS, INC. EQUITY 594901100 145 5,758 SH DEFINED 1 5,758 MICROSEMI CORP EQUITY 595137100 240 8,074 SH DEFINED 6, 7, 8 8074 MICROSEMI CORP. EQUITY 595137100 251 8,442 SH DEFINED 1 8,442 MICROSOFT CORP EQUITY 594918104 180 2,713 SH DEFINED 2 2713 Microsoft Corp EQUITY 594918104 1756 26,500 SH DEFINED 4 26,500 MICROSOFT CORP EQUITY 594918104 1115 16,830 SH DEFINED 5 16830 MICROSOFT CORP EQUITY 594918104 177772 2,682,540 SH DEFINED 6, 7, 8 2682540 MICROSOFT CORP EQUITY 594918104 73795 1,113,550 SH DEFINED 2 1113550 MICROSOFT CORP COM EQUITY 594918104 3445 52,000 SH Sole 3 52000 MICROSOFT CORP. EQUITY 594918104 239325 3,612,451 SH DEFINED 1 3,612,451 MICROSTRATEGY INC EQUITY 594972101 36 9,316 SH DEFINED 6, 7, 8 9316 MICROSTRATEGY, INC. EQUITY 594972101 39 10,029 SH DEFINED 1 10,029 MICROTUNE INC EQUITY 59514P109 168 7,145 SH DEFINED 1 7,145 MICROTUNE INC DEL EQUITY 59514P109 161 6,849 SH DEFINED 6, 7, 8 6849 MICROTUNE INC DEL EQUITY 59514P109 5630 240,000 SH DEFINED 2 240000 MICROVISION INC WASH EQUITY 594960106 41 2,849 SH DEFINED 6, 7, 8 2849

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MICROVISION INC. EQUITY 594960106 42 2,940 SH DEFINED 1 2,940 MID AMER BANCORP EQUITY 595915109 93 2,808 SH DEFINED 6, 7, 8 2808 MID ATLANTIC MED SERVICES, INC EQUITY 59523C107 327 14,404 SH DEFINED 1 14,404 MID ATLANTIC MED SVCS INC EQUITY 59523C107 312 13,761 SH DEFINED 6, 7, 8 13761 MID ATLANTIC REALTY TRUST EQUITY 595232109 66 4,226 SH DEFINED 1 4,226 MID STATE BANCSHARES EQUITY 595440108 118 7,236 SH DEFINED 1 7,236 MID-AMER APT CMNTYS INC EQUITY 59522J103 119 4,536 SH DEFINED 6, 7, 8 4536 MID-AMERICA APT. COMMUNITIES EQUITY 59522J103 125 4,762 SH DEFINED 1 4,762 MIDAMERICA BANCORP EQUITY 595915109 99 2,989 SH DEFINED 1 2,989 MIDAS GROUP INC EQUITY 595626102 55 4,756 SH DEFINED 6, 7, 8 4756 MIDAS, INC. EQUITY 595626102 57 4,922 SH DEFINED 1 4,922 MID-ATLANTIC RLTY TR EQUITY 595232109 66 4,226 SH DEFINED 6, 7, 8 4226 MIDCAP SPDR TR EQUITY 595635103 3634 39,200 SH DEFINED 6, 7, 8 39200 MIDDLESEX WATER CO EQUITY 596680108 55 1,611 SH DEFINED 1 1,611 MIDDLESEX WATER CO EQUITY 596680108 51 1,491 SH DEFINED 6, 7, 8 1491 MIDLAND CO EQUITY 597486109 55 1,251 SH DEFINED 6, 7, 8 1251 MIDLAND CO COM EQUITY 597486109 59 1,338 SH DEFINED 1 1,338 MID-STATE BANCSHARES EQUITY 595440108 114 6,998 SH DEFINED 6, 7, 8 6998 MIDWAY GAMES INC EQUITY 598148104 119 7,898 SH DEFINED 6, 7, 8 7898 MIDWAY GAMES INC EQUITY 598148104 1337 89,100 SH DEFINED 2 89100 MIDWAY GAMES INC. EQUITY 598148104 124 8,284 SH DEFINED 1 8,284 MIDWEST BANC HOLDINGS INC EQUITY 598251106 35 1,664 SH DEFINED 6, 7, 8 1664 MIDWEST BANC HOLDINGS INC. EQUITY 598251106 35 1,664 SH DEFINED 1 1,664 MIDWEST EXPRESS HLDGS INC EQUITY 597911106 59 4,055 SH DEFINED 6, 7, 8 4055 MIDWEST EXPRESS HOLDINGS, INC. EQUITY 597911106 61 4,155 SH DEFINED 1 4,155 MILACRON INC EQUITY 598709103 80 5,059 SH DEFINED 6, 7, 8 5059 MILACRON, INC. EQUITY 598709103 85 5,361 SH DEFINED 1 5,361 MILLENNIUM CELL INC EQUITY 60038B105 26 5,017 SH DEFINED 1 5,017 MILLENNIUM CELL INC EQUITY 60038B105 25 4,723 SH DEFINED 6, 7, 8 4723 MILLENNIUM CHEMICALS INC EQUITY 599903101 256 20,347 SH DEFINED 6, 7, 8 20347 MILLENNIUM CHEMICALS INC. EQUITY 599903101 269 21,313 SH DEFINED 1 21,313 MILLENNIUM PHARMACEUTICAL EQUITY 599902103 6725 274,370 SH DEFINED 6, 7, 8 274370 MILLENNIUM PHARMACEUTICALS, IN EQUITY 599902103 6798 277,376 SH DEFINED 1 277,376 MILLER HERMAN INC EQUITY 600544100 2174 91,900 SH DEFINED 6, 7, 8 91900 MILLIPORE CORP EQUITY 601073109 9 150 SH DEFINED 5 150 MILLIPORE CORP EQUITY 601073109 1499 24,700 SH DEFINED 6, 7, 8 24700 MILLIPORE CORP. EQUITY 601073109 1330 21,910 SH DEFINED 1 21,910 MILLS CORP EQUITY 601148109 136 5,121 SH DEFINED 6, 7, 8 5121 MILLS CORP COM EQUITY 601148109 1631 61,600 SH Sole 3 61600 MILLS CORP. EQUITY 601148109 140 5,276 SH DEFINED 1 5,276 MINAS BUENAVENTURA-SPON ADR EQUITY 204448104 431 20,800 SH DEFINED 1 20,800 MINE SAFETY APPLIANCES CO EQUITY 602720104 111 2,767 SH DEFINED 6, 7, 8 2767 MINE SAFETY APPLIANCES CO. EQUITY 602720104 116 2,900 SH DEFINED 1 2,900 MINERALS TECHNOLOGIES INC EQUITY 603158106 1614 34,599 SH DEFINED 6, 7, 8 34599 MINERALS TECHNOLOGIES, INC. EQUITY 603158106 1413 30,296 SH DEFINED 1 30,296 Minnesota Mining & Mfg Co EQUITY 604059105 2542 21,500 SH DEFINED 4 21,500 MINNESOTA MINING & MFG. CO. EQUITY 604059105 20710 175,197 SH DEFINED 1 175,197 MINNESOTA MNG & MFG CO EQUITY 604059105 145 1,230 SH DEFINED 5 1230 MINNESOTA MNG & MFG CO EQUITY 604059105 19597 165,780 SH DEFINED 6, 7, 8 165780 MINNESOTA MNG + MFG CO EQUITY 604059105 25640 216,900 SH DEFINED 2 216900

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MIPS TECHNOLOGIES INC EQUITY 604567107 103 11,890 SH DEFINED 1 11,890 MIPS TECHNOLOGIES INC EQUITY 604567107 97 11,194 SH DEFINED 6, 7, 8 11194 MIPS TECHNOLOGIES INC EQUITY 604567206 378 47,400 SH DEFINED 6, 7, 8 47400 MIPS TECHNOLOGIES INC CL B EQUITY 604567206 378 47,400 SH DEFINED 1 47,400 MIRANT CORP EQUITY 604675108 20 1,250 SH DEFINED 5 1250 MIRANT CORP EQUITY 604675108 4668 291,360 SH DEFINED 6, 7, 8 291360 MIRANT CORP EQUITY 604675108 5621 350,900 SH DEFINED 2 350900 MIRANT CORP. EQUITY 604675108 4857 303,206 SH DEFINED 1 303,206 MIRAVANT MED TECHNOLOGIES EQUITY 604690107 38 3,970 SH DEFINED 6, 7, 8 3970 MIRAVANT MEDICAL TECHNOLOGIES EQUITY 604690107 39 4,103 SH DEFINED 1 4,103 MISSION WEST PPTYS INC EQUITY 605203108 59 4,675 SH DEFINED 6, 7, 8 4675 MISSION WEST PROPERTIES EQUITY 605203108 64 4,993 SH DEFINED 1 4,993 MISSISSIPPI VALLEY BANCSHARES, EQUITY 605720101 72 1,833 SH DEFINED 1 1,833 MISSISSIPPI VY BANCSHARES EQUITY 605720101 69 1,751 SH DEFINED 6, 7, 8 1751 MITCHELL ENERGY & DE EQUITY 606592202 15 284 SH DEFINED 1 284 MKS INSTRUMENT INC EQUITY 55306N104 160 5,922 SH DEFINED 6, 7, 8 5922 MKS INSTRUMENTS, INC. EQUITY 55306N104 171 6,318 SH DEFINED 1 6,318 MMO2 PLC EQUITY 55309W101 36 2,879 SH DEFINED 6, 7, 8 2879 MOBILE MINI EQUITY 60740F105 39780 1,016,877 SH Sole 3 1006377 10500 MOBILE MINI INC EQUITY 60740F105 147 3,756 SH DEFINED 6, 7, 8 3756 MOBILE MINI INC EQUITY 60740F105 865 22,100 SH DEFINED 2 22100 MOBILE MINI INC. EQUITY 60740F105 154 3,946 SH DEFINED 1 3,946 MODINE MANUFACTURING CO. EQUITY 607828100 1157 49,587 SH DEFINED 1 49,587 MODINE MFG CO EQUITY 607828100 1148 49,201 SH DEFINED 6, 7, 8 49201 MODIS PROFESSIONAL SERVICES EQUITY 607830106 1066 149,329 SH DEFINED 1 149,329 MODIS PROFESSIONAL SVCS I EQUITY 607830106 1058 148,126 SH DEFINED 6, 7, 8 148126 MOHAWK INDS INC EQUITY 608190104 3507 63,900 SH DEFINED 6, 7, 8 63900 MOHAWK INDS INC COM EQUITY 608190104 79404 1,446,858 SH Sole 3 1405698 41160 MOHAWK INDUSTRIES, INC. EQUITY 608190104 3525 64,236 SH DEFINED 1 64,236 MOLDFLOW CORP EQUITY 608507109 17 1,213 SH DEFINED 6, 7, 8 1213 MOLDFLOW CORPORATION EQUITY 608507109 17 1,213 SH DEFINED 1 1,213 MOLECULAR DEVICES CORP EQUITY 60851C107 94 4,522 SH DEFINED 6, 7, 8 4522 MOLECULAR DEVICES CORP. EQUITY 60851C107 101 4,842 SH DEFINED 1 4,842 MOLEX INC EQUITY 608554101 19 610 SH DEFINED 5 610 MOLEX INC EQUITY 608554101 2630 84,970 SH DEFINED 6, 7, 8 84970 MOLEX, INC. EQUITY 608554101 2817 91,013 SH DEFINED 1 91,013 MONACO COACH CORP EQUITY 60886R103 164 7,508 SH DEFINED 1 7,508 MONACO COACH CORP EQUITY 60886R103 156 7,144 SH DEFINED 6, 7, 8 7144 MONDAVI ROBERT CORP EQUITY 609200100 247 6,498 SH DEFINED 6, 7, 8 6498 MONDAVI, ROBERT CORP. CLASS A EQUITY 609200100 107 2,823 SH DEFINED 1 2,823 MONSANTO CO EQUITY 61166W101 9 276 SH DEFINED 1 276 MONTANA POWER CO EQUITY 612085100 910 158,224 SH DEFINED 6, 7, 8 158224 MONTANA POWER CO. EQUITY 612085100 919 159,904 SH DEFINED 1 159,904 MONY GROUP INC EQUITY 615337102 1998 57,800 SH DEFINED 6, 7, 8 57800 MONY GROUP, INC. EQUITY 615337102 2013 58,223 SH DEFINED 1 58,223 MOODYS CORP EQUITY 615369105 20 490 SH DEFINED 5 490 MOODYS CORP EQUITY 615369105 2631 66,000 SH DEFINED 6, 7, 8 66000 MOODY'S CORP. EQUITY 615369105 2855 71,637 SH DEFINED 1 71,637 MOOG INC EQUITY 615394202 86 3,957 SH DEFINED 6, 7, 8 3957 MOOG INC. EQUITY 615394202 93 4,283 SH DEFINED 1 4,283

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MORGAN STANLEY DEAN WITTE EQUITY 617446448 192 3,430 SH DEFINED 5 3430 MORGAN STANLEY DEAN WITTE EQUITY 617446448 26497 473,680 SH DEFINED 6, 7, 8 473680 MORGAN STANLEY DEAN WITTER & C EQUITY 617446448 27942 499,492 SH DEFINED 1 499,492 MORGAN STANLEY DEAN WITTER & C REPO EQUITY 568427108 60 SH DEFINED 1 60 MORGAN STANLEY DEAN WITTER+CO EQUITY 617446448 16877 301,700 SH DEFINED 2 301700 MORGAN STANLEY DN WTTR DISCVR EQUITY 617446448 820 14,655 SH DEFINED 2 14655 MORGAN STANLEY INDIA INVT FUND EQUITY 61745C105 282 32,623 SH DEFINED 1 32,623 MOTOROLA INC EQUITY 620076109 105 6,960 SH DEFINED 5 6960 MOTOROLA INC EQUITY 620076109 16911 1,125,915 SH DEFINED 6, 7, 8 1125915 MOTOROLA INC EQUITY 620076109 9734 648,100 SH DEFINED 2 648100 MOTOROLA, INC. EQUITY 620076109 17795 1,184,753 SH DEFINED 1 1,184,753 MOVADO GROUP INC EQUITY 624580106 60 3,111 SH DEFINED 6, 7, 8 3111 MOVADO GROUP, INC. EQUITY 624580106 63 3,260 SH DEFINED 1 3,260 MOVIE GALLERY INC EQUITY 624581104 57 2,342 SH DEFINED 6, 7, 8 2342 MOVIE GALLERY, INC. EQUITY 624581104 60 2,463 SH DEFINED 1 2,463 MRO SOFTWARE EQUITY 55347W105 115 4,934 SH DEFINED 1 4,934 MRO SOFTWARE INC EQUITY 55347W105 112 4,771 SH DEFINED 6, 7, 8 4771 MRV COMMUNICATIONS INC EQUITY 553477100 94 22,232 SH DEFINED 6, 7, 8 22232 MRV COMMUNICATIONS, INC. EQUITY 553477100 105 24,790 SH DEFINED 1 24,790 MSC INDL DIRECT INC EQUITY 553530106 223 11,315 SH DEFINED 6, 7, 8 11315 MSC INDUSTRIAL DIRECT CO. EQUITY 553530106 235 11,890 SH DEFINED 1 11,890 MSC SOFTWARE CORP EQUITY 553531104 84 5,385 SH DEFINED 6, 7, 8 5385 MSC SOFTWARE CORPORATION EQUITY 553531104 91 5,860 SH DEFINED 1 5,860 MTR GAMING GROUP INC EQUITY 553769100 93 5,787 SH DEFINED 1 5,787 MTR GAMING GROUP INC EQUITY 553769100 88 5,509 SH DEFINED 6, 7, 8 5509 MTS SYS CORP EQUITY 553777103 68 6,707 SH DEFINED 6, 7, 8 6707 MTS SYSTEMS CORP. EQUITY 553777103 70 6,934 SH DEFINED 1 6,934 MUELLER INDS INC EQUITY 624756102 312 9,374 SH DEFINED 6, 7, 8 9374 MUELLER INDUSTRIES, INC. EQUITY 624756102 325 9,773 SH DEFINED 1 9,773 MULTEX COM INC EQUITY 625367107 35 7,824 SH DEFINED 6, 7, 8 7824 MULTEX.COM, INC. EQUITY 625367107 36 8,090 SH DEFINED 1 8,090 MURPHY OIL CORP EQUITY 626717102 4631 55,100 SH DEFINED 6, 7, 8 55100 MURPHY OIL CORP. EQUITY 626717102 4667 55,537 SH DEFINED 1 55,537 MYERS INDS INC EQUITY 628464109 72 5,282 SH DEFINED 6, 7, 8 5282 MYERS INDUSTRIES, INC. EQUITY 628464109 75 5,484 SH DEFINED 1 5,484 MYKROLIS CORP EQUITY 62852P103 45 2,825 SH DEFINED 6, 7, 8 2825 MYLAN LABORATORIES INC. EQUITY 628530107 5769 153,844 SH DEFINED 1 153,844 MYLAN LABS INC EQUITY 628530107 5723 152,600 SH DEFINED 6, 7, 8 152600 MYRIAD GENETICS INC EQUITY 62855J104 19 361 SH DEFINED 1 361 MYRIAD GENETICS INC EQUITY 62855J104 4669 88,700 SH DEFINED 2 88700 NABI INC EQUITY 628716102 113 10,930 SH DEFINED 6, 7, 8 10930 NABI, INC. EQUITY 628716102 117 11,385 SH DEFINED 1 11,385 NABORS INDS INC EQUITY 629568106 15 440 SH DEFINED 5 440 NABORS INDS INC EQUITY 629568106 2045 59,560 SH DEFINED 6, 7, 8 59560 NABORS INDS INC COM EQUITY 629568106 6104 177,800 SH Sole 3 149000 28800 NABORS INDUSTRIES INC EQUITY 629568106 30145 878,100 SH DEFINED 2 878100 NABORS INDUSTRIES, INC. EQUITY 629568106 2216 64,541 SH DEFINED 1 64,541 NACCO INDS INC EQUITY 629579103 118 2,077 SH DEFINED 6, 7, 8 2077 NACCO INDUSTRIES, INC. CLASS A EQUITY 629579103 122 2,150 SH DEFINED 1 2,150 NANOGEN INC EQUITY 630075109 22 3,839 SH DEFINED 6, 7, 8 3839

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NANOGEN INC. EQUITY 630075109 24 4,124 SH DEFINED 1 4,124 NANOMETRICS INC EQUITY 630077105 41 2,105 SH DEFINED 6, 7, 8 2105 NANOMETRICS INC. EQUITY 630077105 43 2,222 SH DEFINED 1 2,222 NANOPHASE TCHNOLOGIES COR EQUITY 630079101 19 3,289 SH DEFINED 6, 7, 8 3289 NANOPHASE TECHNOLOGIES CORP EQUITY 630079101 19 3,289 SH DEFINED 1 3,289 NAPRO BIOTHERAPEUTICS INC EQUITY 630795102 83 7,237 SH DEFINED 1 7,237 NAPRO BIOTHERAPUTICS INC EQUITY 630795102 79 6,959 SH DEFINED 6, 7, 8 6959 NASDAQ 100 TR EQUITY 631100104 16319 419,400 SH DEFINED 2 419400 NASH FINCH CO EQUITY 631158102 108 3,468 SH DEFINED 6, 7, 8 3468 NASHFINCH CO. EQUITY 631158102 114 3,662 SH DEFINED 1 3,662 NASSDA CORP. EQUITY 63172M101 337 15,000 SH Sole 3 15000 NATCO GROUP INC EQUITY 63227W203 19 2,758 SH DEFINED 1 2,758 NATCO GROUP INC EQUITY 63227W203 19 2,758 SH DEFINED 6, 7, 8 2758 NATIONAL AUSTRALIA BK SP ADR EQUITY 632525408 539 6,619 SH DEFINED 1 6,619 NATIONAL AUSTRALIA BK LTD EQUITY 632525408 539 6,619 SH DEFINED 6, 7, 8 6619 NATIONAL BEVERAGE CORP EQUITY 635017106 13 1,135 SH DEFINED 6, 7, 8 1135 NATIONAL BEVERAGE CORP. EQUITY 635017106 13 1,135 SH DEFINED 1 1,135 NATIONAL CITY CORP EQUITY 635405103 55 1,890 SH DEFINED 5 1890 NATIONAL CITY CORP EQUITY 635405103 8370 286,240 SH DEFINED 6, 7, 8 286240 NATIONAL CITY CORP EQUITY 635405103 20202 690,900 SH DEFINED 2 690900 NATIONAL CITY CORP. EQUITY 635405103 8787 300,503 SH DEFINED 1 300,503 NATIONAL COMMERCE BANCORP. EQUITY 63545P104 6296 248,851 SH DEFINED 1 248,851 NATIONAL COMMERCE FINL CO EQUITY 63545P104 6254 247,200 SH DEFINED 6, 7, 8 247200 NATIONAL DATA CORP. EQUITY 639480102 355 10,282 SH DEFINED 1 10,282 NATIONAL EQUIPMENT SERV EQUITY 635847106 150 75,000 SH DEFINED 1 75,000 NATIONAL EQUIPMENT SERVICES EQUITY 635847106 150 75,000 SH DEFINED 1 75,000 NATIONAL FUEL GAS CO N J EQUITY 636180101 3644 147,550 SH DEFINED 6, 7, 8 147550 NATIONAL FUEL GAS CO. EQUITY 636180101 3661 148,231 SH DEFINED 1 148,231 NATIONAL GOLF PPTYS INC EQUITY 63623G109 25 2,863 SH DEFINED 6, 7, 8 2863 NATIONAL GOLF PROPERTIES, INC. EQUITY 63623G109 27 3,075 SH DEFINED 1 3,075 NATIONAL HEALTH INVESTORS, INC EQUITY 63633D104 106 7,163 SH DEFINED 1 7,163 NATIONAL HEALTH INVS INC EQUITY 63633D104 99 6,675 SH DEFINED 6, 7, 8 6675 NATIONAL HEALTHCARE CORP EQUITY 635906100 38 2,479 SH DEFINED 1 2,479 NATIONAL HEALTHCARE CORP EQUITY 635906100 35 2,309 SH DEFINED 6, 7, 8 2309 NATIONAL INSTRS CORP EQUITY 636518102 2326 62,100 SH DEFINED 6, 7, 8 62100 NATIONAL INSTRUMENTS CORP. EQUITY 636518102 2339 62,439 SH DEFINED 1 62,439 NATIONAL PENN BANCSHARES EQUITY 637138108 125 5,679 SH DEFINED 6, 7, 8 5679 NATIONAL PENN BANCSHARES, INC. EQUITY 637138108 130 5,902 SH DEFINED 1 5,902 NATIONAL PRESTO INDS INC EQUITY 637215104 42 1,506 SH DEFINED 6, 7, 8 1506 NATIONAL PRESTO INDUSTRIES EQUITY 637215104 45 1,628 SH DEFINED 1 1,628 NATIONAL PROCESSING INC EQUITY 637229105 68 2,106 SH DEFINED 1 2,106 NATIONAL PROCESSING INC EQUITY 637229105 64 1,977 SH DEFINED 6, 7, 8 1977 NATIONAL SEMICONDUCTOR CO EQUITY 637640103 17 550 SH DEFINED 5 550 NATIONAL SEMICONDUCTOR CO EQUITY 637640103 3492 113,410 SH DEFINED 6, 7, 8 113410 NATIONAL SEMICONDUCTOR CORP. EQUITY 637640103 3671 119,243 SH DEFINED 1 119,243 NATIONAL SERVICE INDUSTRIES, EQUITY 637657206 33 16,460 SH DEFINED 1 16,460 NATIONAL SVC INDS INC EQUITY 637657107 32 15,935 SH DEFINED 6, 7, 8 15935 NATIONAL WESTERN LIFE INS. CO. CLASS EQUITY 638522102 80 718 SH DEFINED 1 718 NATIONAL WESTN LIFE INS C EQUITY 638522102 77 693 SH DEFINED 6, 7, 8 693 NATIONAL-OILWELL INC EQUITY 637071101 2092 101,500 SH DEFINED 6, 7, 8 101500

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NATIONAL-OILWELL INC COM EQUITY 637071101 26682 1,294,632 SH Sole 3 1271732 22900 NATIONAL-OILWELL, INC. EQUITY 637071101 20316 985,753 SH DEFINED 1 985,753 NATIONWIDE FINANCIAL EQUITY 638612101 6 145 SH DEFINED 1 145 NATIONWIDE HEALTH PPTYS I EQUITY 638620104 284 15,184 SH DEFINED 6, 7, 8 15184 NATIONWIDE HEALTH PROPERTIES EQUITY 638620104 295 15,805 SH DEFINED 1 15,805 NATURES SUNSHINE PRODUCTS EQUITY 639027101 41 3,466 SH DEFINED 6, 7, 8 3466 NATURES SUNSHINE PRODUCTS, INC EQUITY 639027101 44 3,717 SH DEFINED 1 3,717 NAUTICA ENTERPRISES INC EQUITY 639089101 101 7,907 SH DEFINED 6, 7, 8 7907 NAUTICA ENTERPRISES, INC. EQUITY 639089101 107 8,338 SH DEFINED 1 8,338 NAVIGANT CONSULTING CO. EQUITY 63935N107 73 13,323 SH DEFINED 1 13,323 NAVIGANT CONSULTING INC EQUITY 63935N107 71 12,924 SH DEFINED 6, 7, 8 12924 NAVIGANT INTERNATIONAL, INC. EQUITY 63935R108 51 4,475 SH DEFINED 1 4,475 NAVIGANT INTL INC EQUITY 63935R108 49 4,247 SH DEFINED 6, 7, 8 4247 NAVISTAR INTERNATIONAL CORP. EQUITY 63934E108 1064 26,941 SH DEFINED 1 26,941 NAVISTAR INTL CORP NEW EQUITY 63934E108 8 190 SH DEFINED 5 190 NAVISTAR INTL CORP NEW EQUITY 63934E108 990 25,070 SH DEFINED 6, 7, 8 25070 NBC CAP CORP EQUITY 628729105 50 1,627 SH DEFINED 6, 7, 8 1627 NBC CAPITAL CORP EQUITY 628729105 50 1,627 SH DEFINED 1 1,627 NBT BANCORP INC EQUITY 628778102 115 7,912 SH DEFINED 6, 7, 8 7912 NBT BANCORP, INC. EQUITY 628778102 121 8,341 SH DEFINED 1 8,341 NBTY INC EQUITY 628782104 152 12,999 SH DEFINED 6, 7, 8 12999 NBTY, INC. EQUITY 628782104 159 13,552 SH DEFINED 1 13,552 NCH CORP EQUITY 628850109 36 699 SH DEFINED 6, 7, 8 699 NCH CORP. EQUITY 628850109 36 699 SH DEFINED 1 699 NCI BUILDING SYS INC EQUITY 628852105 91 5,141 SH DEFINED 6, 7, 8 5141 NCI BUILDING SYSTEMS, INC. EQUITY 628852105 96 5,406 SH DEFINED 1 5,406 NCO GROUP INC EQUITY 628858102 843 36,811 SH DEFINED 6, 7, 8 36811 NCO GROUP, INC. EQUITY 628858102 849 37,066 SH DEFINED 1 37,066 NCR CORP NEW EQUITY 62886E108 11 300 SH DEFINED 5 300 NCR CORP NEW EQUITY 62886E108 1513 41,040 SH DEFINED 6, 7, 8 41040 NCR CORP. EQUITY 62886E108 1626 44,107 SH DEFINED 1 44,107 NDCHEALTH CORP EQUITY 639480102 492 14,245 SH DEFINED 6, 7, 8 14245 NEIMAN MARCUS GROUP INC EQUITY 640204202 1799 57,900 SH DEFINED 6, 7, 8 57900 NEIMAN MARCUS GROUP INC CL A EQUITY 640204202 1808 58,178 SH DEFINED 1 58,178 NEON COMMUNICATIONS INC EQUITY 640506101 6 2,384 SH DEFINED 6, 7, 8 2384 NEON COMMUNICATIONS INC. EQUITY 640506101 7 2,425 SH DEFINED 1 2,425 NEOPHARM INC EQUITY 640919106 84 3,347 SH DEFINED 1 3,347 NEOPHARM INC EQUITY 640919106 81 3,242 SH DEFINED 6, 7, 8 3242 NEOSE TECHNOLOGIES INC EQUITY 640522108 122 3,335 SH DEFINED 6, 7, 8 3335 NEOSE TECHNOLOGIES, INC. EQUITY 640522108 128 3,497 SH DEFINED 1 3,497 NET.BANK INC EQUITY 640933107 86 8,244 SH DEFINED 1 8,244 NET2PHONE EQUITY 64108N106 37 5,555 SH DEFINED 6, 7, 8 5555 NET2PHONE, INC. EQUITY 64108N106 40 5,865 SH DEFINED 1 5,865 NETBANK INC EQUITY 640933107 242 23,074 SH DEFINED 6, 7, 8 23074 NETEGRITY INC EQUITY 64110P107 323 16,693 SH DEFINED 6, 7, 8 16693 NETEGRITY, INC. EQUITY 64110P107 137 7,090 SH DEFINED 1 7,090 NETIQ CORP EQUITY 64115P102 602 17,065 SH DEFINED 6, 7, 8 17065 NETIQ CORP. EQUITY 64115P102 453 12,840 SH DEFINED 1 12,840 NETRATINGS INC EQUITY 64116M108 36 2,292 SH DEFINED 1 2,292 NETRATINGS INC EQUITY 64116M108 36 2,292 SH DEFINED 6, 7, 8 2292

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NETRO CORP EQUITY 64114R109 42 11,403 SH DEFINED 1 11,403 NETRO CORP EQUITY 64114R109 40 10,794 SH DEFINED 6, 7, 8 10794 NETSCOUT SYS INC EQUITY 64115T104 39 4,926 SH DEFINED 6, 7, 8 4926 NETSCOUT SYSTEMS INC EQUITY 64115T104 40 5,107 SH DEFINED 1 5,107 NETSCREEN TECHNOLOGIES COM EQUITY 64117V107 443 20,000 SH Sole 3 20000 NETSCREEN TECHNOLOGIES INS EQUITY 64117V107 33 1,500 SH DEFINED 2 1500 NETWORK APPLIANCE INC EQUITY 64120L104 23 1,040 SH DEFINED 5 1040 NETWORK APPLIANCE INC EQUITY 64120L104 3231 147,740 SH DEFINED 6, 7, 8 147740 NETWORK APPLIANCE INC EQUITY 64120L104 12140 555,100 SH DEFINED 2 555100 NETWORK APPLIANCE, INC. EQUITY 64120L104 3492 159,672 SH DEFINED 1 159,672 NETWORK PLUS CORP EQUITY 64122D506 6 5,495 SH DEFINED 6, 7, 8 5495 NETWORK PLUS CORP. EQUITY 64122D506 7 5,650 SH DEFINED 1 5,650 NETWORKS ASSOCIATES, INC. EQUITY 640938106 4387 169,700 SH DEFINED 1 169,700 NETWORKS ASSOCS INC EQUITY 640938106 4348 168,200 SH DEFINED 6, 7, 8 168200 NETWORKS ASSOCS INC EQUITY 640938106 6977 269,900 SH DEFINED 2 269900 NEUBERGER BERMAN INC EQUITY 641234109 3787 86,259 SH DEFINED 1 86,259 NEUBERGER BERMAN INC EQUITY 641234109 3753 85,500 SH DEFINED 6, 7, 8 85500 NEUROCRINE BIOSCIENCES COM EQUITY 64125C109 26466 515,814 SH Sole 3 507514 8300 NEUROCRINE BIOSCIENCES IN EQUITY 64125C109 810 15,790 SH DEFINED 6, 7, 8 15790 NEUROCRINE BIOSCIENCES, INC. EQUITY 64125C109 29 7,149 SH DEFINED 1 7,149 NEUROGEN CORP EQUITY 64124E106 62 3,532 SH DEFINED 6, 7, 8 3532 NEUROGEN CORP. EQUITY 64124E106 64 3,672 SH DEFINED 1 3,672 NEW CENTURY FINANCIAL COR EQUITY 64352D101 42 3,123 SH DEFINED 6, 7, 8 3123 NEW CENTURY FINANCIAL CORP EQUITY 64352D101 46 3,423 SH DEFINED 1 3,423 NEW ENGLAND BUSINESS SERVICE EQUITY 643872104 72 3,757 SH DEFINED 1 3,757 NEW ENGLAND BUSINESS SVC EQUITY 643872104 69 3,627 SH DEFINED 6, 7, 8 3627 NEW FOCUS INC EQUITY 644383101 57 14,971 SH DEFINED 6, 7, 8 14971 NEW HORIZONS WORLDWIDE IN EQUITY 645526104 23 2,007 SH DEFINED 6, 7, 8 2007 NEW HORIZONS WORLDWIDE INC EQUITY 645526104 23 2,007 SH DEFINED 1 2,007 NEW JERSEY RES EQUITY 646025106 268 5,717 SH DEFINED 6, 7, 8 5717 NEW JERSEY RESOURCES CORP. EQUITY 646025106 282 6,029 SH DEFINED 1 6,029 NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 13524 709,936 SH DEFINED 1 709,936 NEW PLAN EXCEL RLTY TR IN EQUITY 648053106 2021 106,100 SH DEFINED 6, 7, 8 106100 NEW YORK CMNTY BANCORP IN EQUITY 649445103 3395 148,437 SH DEFINED 6, 7, 8 148437 NEW YORK COMMUNITY BANCORP INC EQUITY 649445103 3422 149,637 SH DEFINED 1 149,637 NEW YORK TIMES CO EQUITY 650111107 20 470 SH DEFINED 5 470 NEW YORK TIMES CO EQUITY 650111107 2771 64,060 SH DEFINED 6, 7, 8 64060 NEW YORK TIMES CO. CLASS A EQUITY 650111107 2982 68,942 SH DEFINED 1 68,942 NEWELL RUBBERMAID INC EQUITY 651229106 23 830 SH DEFINED 5 830 NEWELL RUBBERMAID INC EQUITY 651229106 3109 112,770 SH DEFINED 6, 7, 8 112770 NEWELL RUBBERMAID INC EQUITY 651229106 6432 233,315 SH DEFINED 2 233315 NEWELL RUBBERMAID, INC. EQUITY 651229106 3338 121,066 SH DEFINED 1 121,066 NEWFIELD EXPLORATION EQUITY 651290108 16 462 SH DEFINED 1 462 NEWFOCUS, INC. EQUITY 644383101 61 15,898 SH DEFINED 1 15,898 NEWMARK HOMES CORP EQUITY 651578106 10 727 SH DEFINED 1 727 NEWMARK HOMES CORP EQUITY 651578106 10 727 SH DEFINED 6, 7, 8 727 Newmont Mining CORPBOND 651639AD8 4099 4,000,000 PRN DEFINED 4 4,000,000 NEWMONT MINING CORP EQUITY 651639106 12 610 SH DEFINED 5 610 NEWMONT MINING CORP EQUITY 651639106 1584 82,890 SH DEFINED 6, 7, 8 82890 NEWMONT MINING CORP. EQUITY 651639106 1709 89,425 SH DEFINED 1 89,425

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NEWPARK RES INC EQUITY 651718504 151 19,080 SH DEFINED 6, 7, 8 19080 NEWPARK RESOURCES, INC. EQUITY 651718504 157 19,863 SH DEFINED 1 19,863 NEWPORT CORP EQUITY 651824104 1059 54,952 SH DEFINED 1 54,952 NEWPORT CORP EQUITY 651824104 1050 54,441 SH DEFINED 6, 7, 8 54441 NEWPOWER HLDGS INC EQUITY 652463100 10 14,030 SH DEFINED 6, 7, 8 14030 NEWPOWER HOLDINGS INC EQUITY 652463100 11 14,665 SH DEFINED 1 14,665 NEWS CORP LTD EQUITY 652487703 414 13,000 SH DEFINED 6, 7, 8 13000 NEWS CORP LTD EQUITY 652487802 0 1 SH DEFINED 6, 7, 8 1 NEWS CORP., LTD. SPON-ADR EQUITY 652487703 414 13,000 SH DEFINED 1 13,000 NEXT CARD, INC. EQUITY 65332K107 6 10,726 SH DEFINED 1 10,726 NEXT LEVEL COMM INC EQUITY 65333U104 20 5,995 SH DEFINED 6, 7, 8 5995 NEXT LEVEL COMMUNICATION EQUITY 65333U104 22 6,441 SH DEFINED 1 6,441 NEXTCARD INC EQUITY 65332K107 5 10,229 SH DEFINED 6, 7, 8 10229 NEXTEL COMMUNICATIONS INC EQUITY 65332V103 27 2,500 SH DEFINED 5 2500 NEXTEL COMMUNICATIONS INC EQUITY 65332V103 4158 379,386 SH DEFINED 6, 7, 8 379386 NEXTEL COMMUNICATIONS INC EQUITY 65332V103 7841 487,268 SH DEFINED 2 487268 NEXTEL COMMUNICATIONS, INC. CLASS A EQUITY 65332V103 4368 398,550 SH DEFINED 1 398,550 NEXTEL PARTNERS INC EQUITY 65333F107 600 50,000 SH DEFINED 1 50,000 NEXTEL PARTNERS INC EQUITY 65333F107 603 50,255 SH DEFINED 1 50,255 NIAGARA MOHAWK HLDGS INC EQUITY 653520106 9 500 SH DEFINED 5 500 NIAGARA MOHAWK HLDGS INC EQUITY 653520106 1201 67,750 SH DEFINED 6, 7, 8 67750 NIAGARA MOHAWK HOLDINGS, INC. EQUITY 653520106 1288 72,638 SH DEFINED 1 72,638 NICOR INC EQUITY 654086107 6 140 SH DEFINED 5 140 NICOR INC EQUITY 654086107 792 19,030 SH DEFINED 6, 7, 8 19030 NICOR, INC. EQUITY 654086107 851 20,434 SH DEFINED 1 20,434 NIKE INC EQUITY 654106103 47 840 SH DEFINED 5 840 NIKE INC EQUITY 654106103 6388 113,590 SH DEFINED 6, 7, 8 113590 NIKE INC CLASS B EQUITY 654106103 209 3,725 SH DEFINED 2 3725 NIKE, INC. CLASS B EQUITY 654106103 6779 120,537 SH DEFINED 1 120,537 NISOURCE INC EQUITY 65473P105 15 650 SH DEFINED 5 650 NISOURCE INC EQUITY 65473P105 2015 87,390 SH DEFINED 6, 7, 8 87390 NISOURCE, INC. EQUITY 65473P105 2165 93,903 SH DEFINED 1 93,903 NITCHES INC EQUITY 65476M109 423 74,500 SH DEFINED 1 74,500 NL INDS INC EQUITY 629156407 46 3,014 SH DEFINED 6, 7, 8 3014 NL INDUSTRIES, INC. EQUITY 629156407 49 3,214 SH DEFINED 1 3,214 NMS COMMUNICATIONS CORP EQUITY 629248105 54 11,130 SH DEFINED 6, 7, 8 11130 NMS COMMUNUCATIONS CORP. EQUITY 629248105 57 11,727 SH DEFINED 1 11,727 NN INC EQUITY 629337106 37 3,306 SH DEFINED 1 3,306 NN INC EQUITY 629337106 37 3,306 SH DEFINED 6, 7, 8 3306 NOBLE AFFILIATES INC EQUITY 654894104 16670 472,378 SH Sole 3 458278 14100 NOBLE AFFILIATES INC EQUITY 654894104 2424 68,700 SH DEFINED 6, 7, 8 68700 NOBLE AFFILIATES, INC. EQUITY 654894104 2440 69,141 SH DEFINED 1 69,141 NOBLE DRILLING CORP EQUITY 655042109 14 410 SH DEFINED 5 410 NOBLE DRILLING CORP EQUITY 655042109 2243 65,880 SH DEFINED 6, 7, 8 65880 NOBLE DRILLING CORP. EQUITY 655042109 2410 70,792 SH DEFINED 1 70,792 NOKIA CORP EQUITY 654902204 0 0 SH DEFINED 6, 7, 8 0 NOKIA CORP EQUITY 654902204 10149 413,725 SH DEFINED 2 413725 NOKIA CORP A ADR EQUITY 654902204 67 2,735 SH DEFINED 2 2735 NOKIA CORP SPON-ADR EQUITY 654902204 4147 169,060 SH DEFINED 1 169,060 NORDIC AMER TANKER SHIPPING EQUITY G65773106 3201 231,100 SH DEFINED 1 231,100

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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NOVELLUS SYS INC EQUITY 670008101 2519 63,850 SH DEFINED 6, 7, 8 63850 NOVELLUS SYS INC EQUITY 670008101 4367 110,700 SH DEFINED 2 110700 NOVELLUS SYSTEMS, INC. EQUITY 670008101 2724 69,046 SH DEFINED 1 69,046 NOVEN PHARMACEUTICALS INC EQUITY 670009109 114 6,439 SH DEFINED 6, 7, 8 6439 NOVEN PHARMACEUTICALS, INC. EQUITY 670009109 119 6,709 SH DEFINED 1 6,709 NOVOSTE CORP EQUITY 67010C100 37 4,263 SH DEFINED 6, 7, 8 4263 NOVOSTE CORPORATION EQUITY 67010C100 40 4,566 SH DEFINED 1 4,566 NPS PHARMACEUTICALS INC. EQUITY 62936P103 320 8,356 SH DEFINED 1 8,356 NPS PHARMACEUTICALS INC EQUITY 62936P103 303 7,906 SH DEFINED 6, 7, 8 7906 NRG ENERGY INC EQUITY 629377102 9 573 SH DEFINED 1 573 NS GROUP INC EQUITY 628916108 42 5,592 SH DEFINED 6, 7, 8 5592 NS GROUP, INC. EQUITY 628916108 44 5,856 SH DEFINED 1 5,856 NSTAR EQUITY 67019E107 2893 64,500 SH DEFINED 6, 7, 8 64500 NTELOS INC EQUITY 67019U101 81 5,239 SH DEFINED 6, 7, 8 5239 NTELOS INC. EQUITY 67019U101 84 5,425 SH DEFINED 1 5,425 NTL INCORPORATED EQUITY 629407107 1 1,229 SH DEFINED 1 1,229 NU HORIZONS ELEC CORP EQUITY 669908105 51 4,982 SH DEFINED 1 4,982 NU HORIZONS ELECTRS CORP EQUITY 669908105 48 4,690 SH DEFINED 6, 7, 8 4690 NU SKIN ENTERPRISES INC EQUITY 67018T105 122 13,900 SH DEFINED 6, 7, 8 13900 NU SKIN ENTERPRISES, INC. CLASS A EQUITY 67018T105 127 14,508 SH DEFINED 1 14,508 NUANCE COMMUNICATIONS INC EQUITY 669967101 70 7,675 SH DEFINED 6, 7, 8 7675 NUANCE COMMUNICATIONS, INC. EQUITY 669967101 73 8,019 SH DEFINED 1 8,019 NUCOR CORP EQUITY 670346105 13 240 SH DEFINED 5 240 NUCOR CORP EQUITY 670346105 1740 32,850 SH DEFINED 6, 7, 8 32850 NUCOR CORP. EQUITY 670346105 1869 35,292 SH DEFINED 1 35,292 NUEVO ENERGY CO EQUITY 670509108 70 4,695 SH DEFINED 6, 7, 8 4695 NUEVO ENERGY CO. EQUITY 670509108 74 4,953 SH DEFINED 1 4,953 NUI CORP EQUITY 629431107 105 4,418 SH DEFINED 6, 7, 8 4418 NUI CORPORATION EQUITY 629431107 111 4,666 SH DEFINED 1 4,666 NUMERICAL TECHNOLOGIES IN EQUITY 67053T101 195 5,540 SH DEFINED 6, 7, 8 5540 NUMERICAL TECHNOLOGIES, INC. EQUITY 67053T101 205 5,832 SH DEFINED 1 5,832 NVIDIA CORP EQUITY 67066G104 4647 69,457 SH DEFINED 1 69,457 NVIDIA CORP EQUITY 67066G104 30 450 SH DEFINED 5 450 NVIDIA CORP EQUITY 67066G104 4321 64,590 SH DEFINED 6, 7, 8 64590 NVR INC EQUITY 62944T105 359 1,759 SH DEFINED 6, 7, 8 1759 NVR, INC. EQUITY 62944T105 375 1,836 SH DEFINED 1 1,836 NYFIX INC EQUITY 670712108 147 7,319 SH DEFINED 1 7,319 NYFIX INC EQUITY 670712108 140 7,009 SH DEFINED 6, 7, 8 7009 NYMAGIC INC EQUITY 629484106 17 1,041 SH DEFINED 6, 7, 8 1041 NYMAGIC, INC. EQUITY 629484106 17 1,041 SH DEFINED 1 1,041 O CHARLEYS INC EQUITY 670823103 320 17,265 SH DEFINED 6, 7, 8 17265 O CHARLEYS INC COM EQUITY 670823103 3552 191,900 SH Sole 3 191900 O REILLY AUTOMOTIVE INC EQUITY 686091109 397 10,872 SH DEFINED 6, 7, 8 10872 OAK TECHNOLOGY INC EQUITY 671802106 189 13,733 SH DEFINED 6, 7, 8 13733 OAK TECHNOLOGY, INC. EQUITY 671802106 200 14,527 SH DEFINED 1 14,527 OAKLEY INC EQUITY 673662102 3845 236,500 SH DEFINED 2 236500 OAKLEY INC. EQUITY 673662102 5 288 SH DEFINED 1 288 OCCIDENTAL PETE CORP DEL EQUITY 674599105 31 1,170 SH DEFINED 5 1170 OCCIDENTAL PETE CORP DEL EQUITY 674599105 4669 176,000 SH DEFINED 6, 7, 8 176000 OCCIDENTAL PETROLEUM CORP. EQUITY 674599105 4980 187,697 SH DEFINED 1 187,697

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ OCEAN ENERGY INC DEL EQUITY 67481E106 4606 239,900 SH DEFINED 6, 7, 8 239900 OCEAN ENERGY INC TEX EQUITY 6.748E+110 6269 326,500 SH DEFINED 2 326500 OCEAN ENERGY INC TEX COM EQUITY 67481E106 17446 908,670 SH Sole 3 777600 131070 OCEAN ENERGY, INC. EQUITY 67481E106 4043 210,566 SH DEFINED 1 210,566 OCEANEERING INTERNATIONAL, INC EQUITY 675232102 160 7,247 SH DEFINED 1 7,247 OCEANEERING INTL INC EQUITY 675232102 152 6,874 SH DEFINED 6, 7, 8 6874 OCEANFIRST FINANCIAL CORP EQUITY 675234108 64 2,663 SH DEFINED 1 2,663 OCEANFIRST FINL CORP EQUITY 675234108 61 2,513 SH DEFINED 6, 7, 8 2513 O'CHARLEY'S INC. EQUITY 670823103 99 5,328 SH DEFINED 1 5,328 OCTEL CORP EQUITY 675727101 57 3,162 SH DEFINED 6, 7, 8 3162 OCTEL CORP. EQUITY 675727101 60 3,347 SH DEFINED 1 3,347 OCULAR SCIENCES INC EQUITY 675744106 114 4,900 SH DEFINED 6, 7, 8 4900 OCULAR SCIENCES, INC. EQUITY 675744106 120 5,144 SH DEFINED 1 5,144 OCWEN FINANCIAL CORP. EQUITY 675746101 106 12,446 SH DEFINED 1 12,446 OCWEN FINL CORP EQUITY 675746101 432 50,929 SH DEFINED 6, 7, 8 50929 OFFICE DEPOT INC EQUITY 676220106 18 960 SH DEFINED 5 960 OFFICE DEPOT INC EQUITY 676220106 2406 129,760 SH DEFINED 6, 7, 8 129760 OFFICE DEPOT, INC. EQUITY 676220106 2583 139,347 SH DEFINED 1 139,347 OFFICEMAX INC EQUITY 67622M108 155 34,341 SH DEFINED 6, 7, 8 34341 OFFICEMAX, INC. EQUITY 67622M108 162 35,896 SH DEFINED 1 35,896 OFFSHORE LOGISTICS INC EQUITY 676255102 96 5,387 SH DEFINED 6, 7, 8 5387 OFFSHORE LOGISTICS INC EQUITY 676255102 2081 117,200 SH DEFINED 2 117200 OFFSHORE LOGISTICS, INC. EQUITY 676255102 100 5,639 SH DEFINED 1 5,639 OGE ENERGY CORP EQUITY 670837103 3203 138,780 SH DEFINED 6, 7, 8 138780 OGE ENERGY CORP. EQUITY 670837103 3218 139,417 SH DEFINED 1 139,417 OGLEBAY NORTON CO EQUITY 677007106 14 873 SH DEFINED 1 873 OGLEBAY NORTON CO EQUITY 677007106 14 873 SH DEFINED 6, 7, 8 873 OHIO CAS CORP EQUITY 677240103 1460 90,979 SH DEFINED 6, 7, 8 90979 OHIO CASUALTY CORP. EQUITY 677240103 1475 91,928 SH DEFINED 1 91,928 OIL STATES INTERNATIONAL INC EQUITY 678026105 27 2,961 SH DEFINED 1 2,961 OIL STS INTL INC EQUITY 678026105 27 2,961 SH DEFINED 6, 7, 8 2961 OLD NATL BANCORP EQUITY 680033107 11 422 SH DEFINED 1 422 OLD REP INTL CORP EQUITY 680223104 5325 190,120 SH DEFINED 6, 7, 8 190120 OLD REPUBLIC INTL CORP. EQUITY 680223104 5351 191,045 SH DEFINED 1 191,045 OLD SECOND BANCORP INC EQUITY 680277100 75 1,901 SH DEFINED 1 1,901 OLD SECOND BANCORP INC IL EQUITY 680277100 73 1,845 SH DEFINED 6, 7, 8 1845 OLIN CORP EQUITY 680665205 1487 92,116 SH DEFINED 6, 7, 8 92116 OLIN CORP. EQUITY 680665205 1269 78,639 SH DEFINED 1 78,639 OM GROUP INC EQUITY 670872100 15 231 SH DEFINED 1 231 OM GROUP INC EQUITY 670872100 463 7,000 SH DEFINED 6, 7, 8 7000 OMEGA FINANCIAL CORP. EQUITY 682092101 89 2,774 SH DEFINED 1 2,774 OMEGA FINL CORP EQUITY 682092101 85 2,653 SH DEFINED 6, 7, 8 2653 OMINSKY CORPORATION EQUITY 68213L103 5,526 SH DEFINED 1 5,526 OMNICARE INC EQUITY 681904108 4228 169,950 SH DEFINED 6, 7, 8 169950 OMNICARE, INC. EQUITY 681904108 2841 114,208 SH DEFINED 1 114,208 OMNICELL INC EQUITY 68213N109 3535 397,200 SH DEFINED 2 397200 OMNICOM GROUP EQUITY 681919106 190 2,125 SH DEFINED 2 2125 OMNICOM GROUP INC EQUITY 681919106 52 580 SH DEFINED 5 580 OMNICOM GROUP INC EQUITY 681919106 9289 103,966 SH DEFINED 6, 7, 8 103966 OMNICOM GROUP, INC. EQUITY 681919106 9687 108,421 SH DEFINED 1 108,421

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ OMNOVA SOLUTIONS EQUITY 682129101 92 13,586 SH DEFINED 1 13,586 OMNOVA SOLUTIONS INC EQUITY 682129101 87 12,732 SH DEFINED 6, 7, 8 12732 ON ASSIGNMENT INC EQUITY 682159108 477 20,785 SH DEFINED 6, 7, 8 20785 ON ASSIGNMENT, INC. EQUITY 682159108 147 6,417 SH DEFINED 1 6,417 ON COMMAND CORP EQUITY 682160106 5 1,762 SH DEFINED 6, 7, 8 1762 ON COMMAND CORP. EQUITY 682160106 6 1,862 SH DEFINED 1 1,862 ON SEMICONDUCTOR CORP EQUITY 682189105 20 9,512 SH DEFINED 6, 7, 8 9512 ON SEMICONDUCTOR CORPORATION EQUITY 682189105 22 10,475 SH DEFINED 1 10,475 ONEIDA LTD EQUITY 682505102 58 4,514 SH DEFINED 6, 7, 8 4514 ONEIDA LTD. EQUITY 682505102 60 4,647 SH DEFINED 1 4,647 ONEOK INC NEW EQUITY 682680103 1874 105,058 SH DEFINED 6, 7, 8 105058 ONEOK, INC. EQUITY 682680103 1890 105,959 SH DEFINED 1 105,959 ONI SYSTEMS CORP EQUITY 68273F103 6 934 SH DEFINED 1 934 ONYX PHARMACEUTICALS INC EQUITY 683399109 28 5,522 SH DEFINED 1 5,522 ONYX PHARMACEUTICALS INC EQUITY 683399109 27 5,227 SH DEFINED 6, 7, 8 5227 ONYX SOFTWARE CORP EQUITY 683402101 37 9,458 SH DEFINED 6, 7, 8 9458 ONYX SOFTWARE CORP. EQUITY 683402101 39 9,943 SH DEFINED 1 9,943 OPENWAVE SYS INC EQUITY 683718100 443 45,207 SH DEFINED 6, 7, 8 45207 OPENWAVE SYS INC EQUITY 683718100 1117 114,100 SH DEFINED 2 114100 OPENWAVE SYSTEMS INC. EQUITY 683718100 459 46,894 SH DEFINED 1 46,894 OPLINK COMMUNICATIONS INC EQUITY 68375Q106 66 34,951 SH DEFINED 1 34,951 OPLINK COMMUNICATIONS INC EQUITY 68375Q106 63 33,398 SH DEFINED 6, 7, 8 33398 OPNET TECHNOLOGIES EQUITY 683757108 38 2,632 SH DEFINED 1 2,632 OPNET TECHNOLOGIES INC EQUITY 683757108 35 2,463 SH DEFINED 6, 7, 8 2463 OPTICAL CABLE CORP EQUITY 683827109 1 671 SH DEFINED 6, 7, 8 671 OPTICAL CABLE CORP. EQUITY 683827109 1 728 SH DEFINED 1 728 OPTICAL COMMUNICATION PRO EQUITY 68382T101 5 1,360 SH DEFINED 6, 7, 8 1360 OPTICAL COMMUNICATION PROD EQUITY 68382T101 6 1,491 SH DEFINED 1 1,491 OPTIMAL ROBOTICS CORP EQUITY 68388R208 239 6,735 SH DEFINED 6, 7, 8 6735 OPTION CARE INC EQUITY 683948103 44 2,261 SH DEFINED 1 2,261 OPTION CARE INC EQUITY 683948103 42 2,132 SH DEFINED 6, 7, 8 2132 OPTION CARE INC COM EQUITY 683948103 3499 179,000 SH Sole 3 179000 Oracle EQUITY 68389X105 1781 129,000 SH DEFINED 4 129,000 ORACLE CORP EQUITY 68389X105 240 17,380 SH DEFINED 5 17380 ORACLE CORP EQUITY 68389X105 37900 2,744,360 SH DEFINED 6, 7, 8 2744360 ORACLE CORP EQUITY 68389X105 771 55,825 SH DEFINED 2 55825 ORACLE CORP. EQUITY 68389X105 49295 3,569,496 SH DEFINED 1 3,569,496 ORASURE TECHNOLOGIES INC EQUITY 68554V108 95 7,842 SH DEFINED 1 7,842 ORASURE TECHNOLOGIES INC EQUITY 68554V108 91 7,452 SH DEFINED 6, 7, 8 7452 ORBITAL SCIENCES CORP EQUITY 685564106 45 10,895 SH DEFINED 6, 7, 8 10895 ORBITAL SCIENCES CORP. EQUITY 685564106 46 11,162 SH DEFINED 1 11,162 ORCHID BIOSCIENCES INC EQUITY 68571P100 63 11,430 SH DEFINED 6, 7, 8 11430 ORCHID BIOSCIENCES, INC. EQUITY 68571P100 67 12,214 SH DEFINED 1 12,214 OREGON STEEL MILLS, INC. EQUITY 686079104 43 8,591 SH DEFINED 1 8,591 OREGON STL MLS INC EQUITY 686079104 41 8,193 SH DEFINED 6, 7, 8 8193 O'REILLY AUTOMOTIVE, INC. EQUITY 686091109 415 11,375 SH DEFINED 1 11,375 ORGANOGENESIS INC EQUITY 685906109 42 8,689 SH DEFINED 6, 7, 8 8689 ORGANOGENESIS, INC. EQUITY 685906109 43 8,986 SH DEFINED 1 8,986 ORIENTAL FINANCIAL GROUP EQUITY 68618W100 59 3,171 SH DEFINED 1 3,171 ORIENTAL FINL GROUP INC EQUITY 68618W100 57 3,071 SH DEFINED 6, 7, 8 3071

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ORION POWER HOLDINGS EQUITY 686286105 9 360 SH DEFINED 1 360 ORTHODONTIC CENTERS OF AMERICA EQUITY 68750P103 515 16,894 SH DEFINED 1 16,894 ORTHODONTIC CTRS AMER INC EQUITY 68750P103 500 16,400 SH DEFINED 6, 7, 8 16400 OSCA INC EQUITY 687836106 45 2,167 SH DEFINED 1 2,167 OSCA INC EQUITY 687836106 42 2,016 SH DEFINED 6, 7, 8 2016 OSHKOSH B GOSH INC EQUITY 688222207 117 2,791 SH DEFINED 6, 7, 8 2791 OSHKOSH B'GOSH, INC. CLASS A EQUITY 688222207 121 2,891 SH DEFINED 1 2,891 OSHKOSH TRUCK CORP EQUITY 688239201 476 9,773 SH DEFINED 6, 7, 8 9773 OSHKOSH TRUCK CORP CL B EQUITY 688239201 271 5,549 SH DEFINED 1 5,549 OSI PHARMACEUTICALS EQUITY 671040103 23 502 SH DEFINED 1 502 OSI PHARMACEUTICALS INC EQUITY 671040103 169 3,685 SH DEFINED 6, 7, 8 3685 OSMONICS INC EQUITY 688350107 51 3,629 SH DEFINED 1 3,629 OSMONICS INC EQUITY 688350107 48 3,391 SH DEFINED 6, 7, 8 3391 OTG SOFTWARE INC EQUITY 671059103 49 4,877 SH DEFINED 1 4,877 OTG SOFTWARE INC EQUITY 671059103 46 4,579 SH DEFINED 6, 7, 8 4579 OTTER TAIL CORP EQUITY 689648103 219 7,521 SH DEFINED 6, 7, 8 7521 OTTER TAIL POWER CO. EQUITY 689648103 229 7,862 SH DEFINED 1 7,862 OUTBACK STEAKHOUSE INC EQUITY 689899102 3185 93,000 SH DEFINED 6, 7, 8 93000 OUTBACK STEAKHOUSE INC. EQUITY 689899102 3206 93,615 SH DEFINED 1 93,615 OVERSEAS SHIPHOLDING GROU EQUITY 690368105 1136 50,492 SH DEFINED 6, 7, 8 50492 OVERSEAS SHIPHOLDING GROUP EQUITY 690368105 1144 50,853 SH DEFINED 1 50,853 OVERTURE SERVICES INC EQUITY 69039R100 207 5,841 SH DEFINED 1 5,841 OVERTURE SVCS INC EQUITY 69039R100 198 5,589 SH DEFINED 6, 7, 8 5589 OWENS & MINOR INC NEW EQUITY 690732102 186 10,036 SH DEFINED 6, 7, 8 10036 OWENS & MINOR, INC. EQUITY 690732102 196 10,621 SH DEFINED 1 10,621 OWENS ILL INC EQUITY 690768403 470 47,079 SH DEFINED 6, 7, 8 47079 OWENS-ILLINOIS, INC. EQUITY 690768403 490 49,054 SH DEFINED 1 49,054 OXFORD HEALTH PLANS INC EQUITY 691471106 4897 162,470 SH DEFINED 6, 7, 8 162470 OXFORD HEALTH PLANS, INC. EQUITY 691471106 4935 163,731 SH DEFINED 1 163,731 OXFORD INDS INC EQUITY 691497309 45 1,919 SH DEFINED 6, 7, 8 1919 OXFORD INDS INC. EQUITY 691497309 45 1,919 SH DEFINED 1 1,919 P C CONNECTION EQUITY 69318J100 28 1,877 SH DEFINED 6, 7, 8 1877 P F CHANGS CHINA BISTRO I EQUITY 69333Y108 125 2,633 SH DEFINED 6, 7, 8 2633 P G & E CORP. EQUITY 69331C108 3384 175,863 SH DEFINED 1 175,863 P. F. CHANGS CHINA BISTRO INC. EQUITY 69333Y108 129 2,730 SH DEFINED 1 2,730 PACCAR INC EQUITY 693718108 16 240 SH DEFINED 5 240 PACCAR INC EQUITY 693718108 2255 34,370 SH DEFINED 6, 7, 8 34370 PACCAR, INC EQUITY 693718108 2406 36,666 SH DEFINED 1 36,666 PACIFIC CAP BANCORP NEW EQUITY 69404P101 225 8,082 SH DEFINED 6, 7, 8 8082 PACIFIC CAPITAL BANCORP EQUITY 69404P101 234 8,438 SH DEFINED 1 8,438 PACIFIC CENTURY FINL CORP EQUITY 694058108 2432 93,919 SH DEFINED 1 93,919 PACIFIC CENTY FINL CORP EQUITY 694058108 2416 93,300 SH DEFINED 6, 7, 8 93300 PACIFIC NORTHWEST BANCORP EQUITY 69466M103 94 4,587 SH DEFINED 1 4,587 PACIFIC NORTHWEST BANCORP EQUITY 69466M103 91 4,438 SH DEFINED 6, 7, 8 4438 PACIFIC SUNWEAR CALIF INC EQUITY 694873100 170 8,336 SH DEFINED 6, 7, 8 8336 PACIFIC SUNWEAR OF CALIFORNIA EQUITY 694873100 177 8,662 SH DEFINED 1 8,662 PACIFICARE HEALTH SYS DEL EQUITY 695112102 815 50,947 SH DEFINED 6, 7, 8 50947 PACIFICARE HEALTH SYSTEMS INC CLASS A EQUITY 695112102 822 51,405 SH DEFINED 1 51,405 PACKAGING CORP AMER EQUITY 695156109 2537 139,800 SH DEFINED 6, 7, 8 139800 PACKAGING CORP OF AMERICA EQUITY 695156109 2338 128,794 SH DEFINED 1 128,794

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PACKETEER INC EQUITY 695210104 46 6,271 SH DEFINED 6, 7, 8 6271 PACKETEER, INC EQUITY 695210104 48 6,579 SH DEFINED 1 6,579 PACTIV CORP EQUITY 695257105 9 500 SH DEFINED 5 500 PACTIV CORP EQUITY 695257105 1195 67,340 SH DEFINED 6, 7, 8 67340 PACTIV CORPORATION EQUITY 695257105 1284 72,326 SH DEFINED 1 72,326 PAIN THERAPEUTICS INC EQUITY 69562K100 45 4,961 SH DEFINED 1 4,961 PAIN THERAPEUTICS INC EQUITY 69562K100 41 4,519 SH DEFINED 6, 7, 8 4519 PALL CORP EQUITY 696429307 1336 55,508 SH DEFINED 1 55,508 PALL CORP EQUITY 696429307 9 380 SH DEFINED 5 380 PALL CORP EQUITY 696429307 2208 91,780 SH DEFINED 6, 7, 8 91780 PALM HARBOR HOMES EQUITY 696639103 123 5,152 SH DEFINED 6, 7, 8 5152 PALM HARBOR HOMES, INC EQUITY 696639103 130 5,420 SH DEFINED 1 5,420 PALM INC EQUITY 696642107 7 1,780 SH DEFINED 5 1780 PALM INC EQUITY 696642107 932 240,180 SH DEFINED 6, 7, 8 240180 PALM, INC EQUITY 696642107 1010 260,286 SH DEFINED 1 260,286 PAN PACIFIC RETAIL COM EQUITY 69806L104 11109 386,800 SH Sole 3 328800 58000 PAN PACIFIC RETAIL PPTYS EQUITY 69806L104 221 7,685 SH DEFINED 6, 7, 8 7685 PAN PACIFIC RETAIL PROPERTIES EQUITY 69806L104 230 7,993 SH DEFINED 1 7,993 PANAMSAT CORP EQUITY 697933109 105 4,780 SH DEFINED 1 4,780 PANAMSAT CORP NEW EQUITY 697933109 99 4,520 SH DEFINED 6, 7, 8 4520 PANERA BREAD CO EQUITY 69840W108 145 2,787 SH DEFINED 6, 7, 8 2787 PANERA BREAD COMPANY CL A EQUITY 69840W108 153 2,934 SH DEFINED 1 2,934 PAPA JOHNS INTERNATIONAL, INC EQUITY 698813102 885 32,191 SH DEFINED 1 32,191 PAPA JOHNS INTL INC EQUITY 698813102 877 31,926 SH DEFINED 6, 7, 8 31926 PARADIGM GENETICS INC EQUITY 69900R106 29 5,085 SH DEFINED 1 5,085 PARADIGM GENETICS INC EQUITY 69900R106 28 4,965 SH DEFINED 6, 7, 8 4965 PARAMETRIC TECHNOLOGY COR EQUITY 699173100 6 820 SH DEFINED 5 820 PARAMETRIC TECHNOLOGY COR EQUITY 699173100 867 111,030 SH DEFINED 6, 7, 8 111030 PARAMETRIC TECHNOLOGY CORP. EQUITY 699173100 943 120,765 SH DEFINED 1 120,765 PAREXEL INTERNATIONAL CORP. EQUITY 699462107 119 8,308 SH DEFINED 1 8,308 PAREXEL INTL CORP EQUITY 699462107 114 7,970 SH DEFINED 6, 7, 8 7970 PARK ELECTROCHEMICAL CORP EQUITY 700416209 141 5,335 SH DEFINED 6, 7, 8 5335 PARK ELECTROCHEMICAL CORP. EQUITY 700416209 147 5,570 SH DEFINED 1 5,570 PARK NATIONAL CORP. EQUITY 700658107 331 3,570 SH DEFINED 1 3,570 PARK NATL CORP EQUITY 700658107 315 3,395 SH DEFINED 6, 7, 8 3395 PARK PL ENTMT CORP EQUITY 700690100 3356 366,000 SH DEFINED 6, 7, 8 366000 PARKER DRILLING CO EQUITY 701081101 102 27,738 SH DEFINED 6, 7, 8 27738 PARKER DRILLING CO. EQUITY 701081101 106 28,665 SH DEFINED 1 28,665 PARKER HANNIFIN CORP EQUITY 701094104 17 370 SH DEFINED 5 370 PARKER HANNIFIN CORP EQUITY 701094104 2402 52,330 SH DEFINED 6, 7, 8 52330 PARKER HANNIFIN CORP. EQUITY 701094104 2444 53,245 SH DEFINED 1 53,245 PARKERVISION INC EQUITY 701354102 51 2,410 SH DEFINED 6, 7, 8 2410 PARKERVISION, INC EQUITY 701354102 52 2,493 SH DEFINED 1 2,493 PARKWAY PPTYS INC EQUITY 70159Q104 90 2,705 SH DEFINED 6, 7, 8 2705 PARKWAY PPTYS INC COM EQUITY 70159Q104 515 15,500 SH Sole 3 15500 PARKWAY PROPERTIES, INC. EQUITY 70159Q104 93 2,805 SH DEFINED 1 2,805 PATHMARK STORES INC EQUITY 70322A101 245 9,954 SH DEFINED 1 9,954 PATHMARK STORES INC NEW EQUITY 70322A101 234 9,501 SH DEFINED 6, 7, 8 9501 PATINA OIL & GAS CORP EQUITY 703224105 156 5,670 SH DEFINED 1 5,670 PATINA OIL & GAS CORP EQUITY 703224105 150 5,469 SH DEFINED 6, 7, 8 5469

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PATTERSON DENTAL CO EQUITY 703412106 3364 82,200 SH DEFINED 6, 7, 8 82200 PATTERSON DENTAL CO EQUITY 703412106 5235 127,900 SH DEFINED 2 127900 PATTERSON DENTAL CO. EQUITY 703412106 3392 82,864 SH DEFINED 1 82,864 PATTERSON UTI ENERGY INC EQUITY 703481101 2163 92,800 SH DEFINED 6, 7, 8 92800 PATTERSON UTI ENERGY INC EQUITY 703481101 4280 183,600 SH DEFINED 2 183600 PATTERSON-UTI ENERGY INC EQUITY 703481101 2187 93,828 SH DEFINED 1 93,828 PAXAR CORP EQUITY 704227107 745 52,486 SH DEFINED 6, 7, 8 52486 PAXAR CORP. EQUITY 704227107 755 53,172 SH DEFINED 1 53,172 PAXSON COMMUNICATIONS COR EQUITY 704231109 95 9,061 SH DEFINED 6, 7, 8 9061 PAXSON COMMUNICATIONS CORP. EQUITY 704231109 98 9,366 SH DEFINED 1 9,366 PAYCHEX INC EQUITY 704326107 57963 1,663,203 SH Sole 3 1580044 83159 PAYCHEX INC EQUITY 704326107 41 1,170 SH DEFINED 5 1170 PAYCHEX INC EQUITY 704326107 6984 199,310 SH DEFINED 6, 7, 8 199310 PAYCHEX INC EQUITY 704326107 6983 199,300 SH DEFINED 2 199300 PAYCHEX, INC. EQUITY 704326107 7259 208,300 SH DEFINED 1 208,300 PAYLESS SHOESOURCE INC EQUITY 704379106 2589 46,100 SH DEFINED 6, 7, 8 46100 PAYLESS SHOESOURCE, INC. EQUITY 704379106 1534 27,321 SH DEFINED 1 27,321 PC CONNECTION INC EQUITY 69318J100 29 1,933 SH DEFINED 1 1,933 PC-TEL INC. EQUITY 69325Q105 45 4,636 SH DEFINED 1 4,636 PC-TEL INC EQUITY 69325Q105 42 4,372 SH DEFINED 6, 7, 8 4372 PDI INC EQUITY 69329V100 136 6,087 SH DEFINED 6, 7, 8 6087 PEABODY ENERGY CORP EQUITY 704549104 3 118 SH DEFINED 1 118 PEC SOLUTIONS INC EQUITY 705107100 19 506 SH DEFINED 1 506 PEC SOLUTIONS INC EQUITY 705107100 16 438 SH DEFINED 6, 7, 8 438 PECO II INC EQUITY 705221109 28 4,733 SH DEFINED 1 4,733 PECO II INC EQUITY 705221109 25 4,198 SH DEFINED 6, 7, 8 4198 PEDIATRIX MED GROUP EQUITY 705324101 222 6,539 SH DEFINED 6, 7, 8 6539 PEDIATRIX MEDICAL GROUP EQUITY 705324101 232 6,834 SH DEFINED 1 6,834 PEGASUS COMMUNICATIONS CO EQUITY 705904100 134 12,874 SH DEFINED 6, 7, 8 12874 PEGASUS SATELLITE EQUITY 705904100 141 13,540 SH DEFINED 1 13,540 PEGASUS SOLUTIONS INC EQUITY 705906105 108 7,593 SH DEFINED 6, 7, 8 7593 PEGASUS SOLUTIONS INC. EQUITY 705906105 113 7,952 SH DEFINED 1 7,952 PEMSTAR INC EQUITY 706552106 76 6,307 SH DEFINED 1 6,307 PEMSTAR INC EQUITY 706552106 73 6,044 SH DEFINED 6, 7, 8 6044 PENN ENGINERRING & MFG CORP EQUITY 707389300 65 3,908 SH DEFINED 1 3,908 PENN ENGR & MFG CORP EQUITY 707389300 62 3,728 SH DEFINED 6, 7, 8 3728 PENN NATIONAL GAMING, INC. EQUITY 707569109 81 2,656 SH DEFINED 1 2,656 PENN NATL GAMING INC EQUITY 707569109 76 2,514 SH DEFINED 6, 7, 8 2514 PENN VA CORP EQUITY 707882106 87 2,537 SH DEFINED 6, 7, 8 2537 PENN VIRGINIA CORPORATION EQUITY 707882106 91 2,675 SH DEFINED 1 2,675 PENNEY J C INC EQUITY 708160106 22 820 SH DEFINED 5 820 PENNEY J C INC EQUITY 708160106 3000 111,540 SH DEFINED 6, 7, 8 111540 PENNFED FINANCIAL SVCS INC EQUITY 708167101 47 1,884 SH DEFINED 1 1,884 PENNFED FINL SVCS INC EQUITY 708167101 47 1,884 SH DEFINED 6, 7, 8 1884 PENNSYLVANIA REAL ESTATE INV. EQUITY 709102107 97 4,193 SH DEFINED 1 4,193 PENNSYLVANIA RL ESTATE IN EQUITY 709102107 94 4,031 SH DEFINED 6, 7, 8 4031 PENNZOIL QUAKER ST CO EQUITY 709323109 2831 195,900 SH DEFINED 2 195900 PENNZOIL-QUAKER STATE CO. EQUITY 709323109 1781 123,230 SH DEFINED 1 123,230 PENNZOIL-QUAKER STATE COM EQUITY 709323109 1764 122,101 SH DEFINED 6, 7, 8 122101 PENTAIR INC EQUITY 709631105 2406 65,900 SH DEFINED 6, 7, 8 65900

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PENTAIR INC. EQUITY 709631105 2190 59,983 SH DEFINED 1 59,983 PENTON MEDIA INC EQUITY 709668107 50 7,997 SH DEFINED 1 7,997 PENTON MEDIA INC EQUITY 709668107 47 7,476 SH DEFINED 6, 7, 8 7476 PENWEST PHARMACEUTICALS C EQUITY 709754105 77 3,852 SH DEFINED 6, 7, 8 3852 PENWEST PHARMACEUTICALS CO EQUITY 709754105 81 4,051 SH DEFINED 1 4,051 PEOPLES BANK EQUITY 710198102 3 148 SH DEFINED 1 148 PEOPLES ENERGY CORP EQUITY 711030106 4 110 SH DEFINED 5 110 PEOPLES ENERGY CORP EQUITY 711030106 1465 38,613 SH DEFINED 6, 7, 8 38613 PEOPLES ENERGY CORP. EQUITY 711030106 12379 326,377 SH DEFINED 1 326,377 PEOPLES HLDG CO EQUITY 711148106 70 1,899 SH DEFINED 6, 7, 8 1899 PEOPLES HOLDING COMPANY EQUITY 711148106 74 1,990 SH DEFINED 1 1,990 PEOPLESOFT INC EQUITY 712713106 38 950 SH DEFINED 5 950 PEOPLESOFT INC EQUITY 712713106 5532 137,600 SH DEFINED 6, 7, 8 137600 PEOPLESOFT INC EQUITY 712713106 11960 297,500 SH DEFINED 2 297500 PEOPLESOFT, INC. EQUITY 712713106 5824 144,870 SH DEFINED 1 144,870 PEP BOYS MANNY MOE & JACK EQUITY 713278109 250 14,588 SH DEFINED 6, 7, 8 14588 PEP BOYS-MANNY, MOE & JACK EQUITY 713278109 261 15,238 SH DEFINED 1 15,238 PEPSI BOTTLING EQUITY 713409100 3033 129,048 SH DEFINED 1 129,048 PEPSI BOTTLING GROUP INC EQUITY 713409100 21 890 SH DEFINED 5 890 PEPSI BOTTLING GROUP INC EQUITY 713409100 2821 120,040 SH DEFINED 6, 7, 8 120040 PEPSIAMERICAS INC EQUITY 71343P200 2621 189,907 SH DEFINED 1 189,907 PEPSIAMERICAS INC EQUITY 71343P200 2612 189,300 SH DEFINED 6, 7, 8 189300 PEPSICO INC EQUITY 713448108 266 5,470 SH DEFINED 5 5470 PEPSICO INC EQUITY 713448108 43984 903,352 SH DEFINED 6, 7, 8 903352 PEPSICO INC EQUITY 713448108 6075 124,775 SH DEFINED 2 124775 PEPSICO, INC. EQUITY 713448108 46128 947,376 SH DEFINED 1 947,376 PEPSI-GEMEX S.A.- SPONS GDR EQUITY 713435105 829 124,100 SH DEFINED 1 124,100 PEREGRINE PHARMACEUTICALS EQUITY 713661106 100 29,206 SH DEFINED 6, 7, 8 29206 PEREGRINE PHARMACEUTICALS INC EQUITY 713661106 105 30,575 SH DEFINED 1 30,575 PEREGRINE SYSTEMS INC EQUITY 71366Q101 82 5,540 SH DEFINED 6, 7, 8 5540 PEREGRINE SYSTEMS, INC. EQUITY 71366Q101 33 2,200 SH DEFINED 1 2,200 PEREZ COMPANC SA- SPON ADR EQUITY 71367B103 555 44,400 SH DEFINED 1 44,400 PERFORMANCE FOOD GROUP CO EQUITY 713755106 590 16,775 SH DEFINED 6, 7, 8 16775 PERFORMANCE FOOD GROUP CO. EQUITY 713755106 462 13,150 SH DEFINED 1 13,150 PERFORMANCE TECHNOLOGIES EQUITY 71376K102 37 2,814 SH DEFINED 6, 7, 8 2814 PERFORMANCE TECHNOLOGIES INC EQUITY 71376K102 42 3,134 SH DEFINED 1 3,134 PERICOM SEMICONDUCTOR COR EQUITY 713831105 97 6,688 SH DEFINED 6, 7, 8 6688 PERICOM SEMICONDUCTOR CORP EQUITY 713831105 101 6,987 SH DEFINED 1 6,987 PERINI CORP EQUITY 713839108 32965 4,709,357 SH DEFINED 1 4,709,357 PERINI CORP EQUITY 713839108 24 3,475 SH DEFINED 6, 7, 8 3475 PERKINELMER INC EQUITY 714046109 14 390 SH DEFINED 5 390 PERKINELMER INC EQUITY 714046109 3621 103,411 SH DEFINED 6, 7, 8 103411 PERKINELMER INC. EQUITY 714046109 3779 107,920 SH DEFINED 1 107,920 PEROT SYS CORP EQUITY 714265105 362 17,708 SH DEFINED 6, 7, 8 17708 PEROT SYSTEM CORP. EQUITY 714265105 379 18,562 SH DEFINED 1 18,562 PERRIGO CO EQUITY 714290103 1263 106,889 SH DEFINED 6, 7, 8 106889 PERRIGO CO. EQUITY 714290103 1275 107,864 SH DEFINED 1 107,864 PER-SE TECHNOLOGIES EQUITY 713569309 100 9,338 SH DEFINED 1 9,338 PER-SE TECHNOLOGIES INC EQUITY 713569309 4 377 SH DEFINED 6, 7 377 PER-SE TECHNOLOGIES INC EQUITY 713569309 92 8,592 SH DEFINED 6, 7, 8 8592

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PETROLEO BRASILEIRO S.A. - ADR EQUITY 71654V101 1729 77,800 SH DEFINED 1 77,800 PETROLEO BRASILEIRO S.A. ADR EQUITY 71654V408 997 42,800 SH DEFINED 1 42,800 PETROQUEST ENERGY INC EQUITY 716748108 37 6,861 SH DEFINED 1 6,861 PETROQUEST ENERGY INC EQUITY 716748108 34 6,447 SH DEFINED 6, 7, 8 6447 PETSMART INC EQUITY 716768106 297 30,135 SH DEFINED 6, 7, 8 30135 PETSMART, INC EQUITY 716768106 313 31,783 SH DEFINED 1 31,783 PF CHANGS CHINA BISTRO COM EQUITY 69333Y108 10695 226,100 SH Sole 3 226100 PFF BANCORP INC EQUITY 69331W104 102 3,705 SH DEFINED 6, 7, 8 3705 PFF BANCORP, INC. EQUITY 69331W104 109 3,942 SH DEFINED 1 3,942 PFIZER INC EQUITY 717081103 1183 29,696 SH DEFINED 2 29696 PFIZER INC EQUITY 717081103 783 19,650 SH DEFINED 5 19650 PFIZER INC EQUITY 717081103 123751 3,105,411 SH DEFINED 6, 7, 8 3105411 PFIZER INC EQUITY 717081103 31536 791,365 SH DEFINED 2 791365 PFIZER, INC. EQUITY 717081103 176750 4,435,379 SH DEFINED 1 4,435,379 PG&E CORP EQUITY 69331C108 23 1,210 SH DEFINED 5 1210 PG&E CORP EQUITY 69331C108 3150 163,730 SH DEFINED 6, 7, 8 163730 PHARMACEUTICAL PRODUCT DEVELOPMENT EQUITY 717124101 15 453 SH DEFINED 1 453 PHARMACEUTICAL RES INC EQUITY 717125108 173 5,112 SH DEFINED 6, 7, 8 5112 PHARMACEUTICAL RES INC COM EQUITY 717125108 181 5,346 SH DEFINED 1 5,346 PHARMACIA CORP EQUITY 71713U102 172 4,030 SH DEFINED 5 4030 PHARMACIA CORP EQUITY 71713U102 24534 575,230 SH DEFINED 6, 7, 8 575230 PHARMACIA CORP EQUITY 71713U102 12093 283,539 SH DEFINED 2 283539 PHARMACIA CORPORATION EQUITY 71713U102 42871 1,005,180 SH DEFINED 1 1,005,180 PHARMACOPEIA INC EQUITY 71713B104 93 6,664 SH DEFINED 1 6,664 PHARMACOPEIA INC EQUITY 71713B104 88 6,350 SH DEFINED 6, 7, 8 6350 PHARMACYCLICS INC EQUITY 716933106 48 4,786 SH DEFINED 6, 7, 8 4786 PHARMACYCLICS INC. EQUITY 716933106 50 5,000 SH DEFINED 1 5,000 PHARMOS CORP EQUITY 717139208 39 16,630 SH DEFINED 1 16,630 PHARMOS CORP EQUITY 717139208 37 15,827 SH DEFINED 6, 7, 8 15827 Phelps Dodge CORPBOND 717265AK8 2939 3,000,000 PRN DEFINED 4 3,000,000 PHELPS DODGE CORP EQUITY 717265102 8 250 SH DEFINED 5 250 PHELPS DODGE CORP EQUITY 717265102 1078 33,260 SH DEFINED 6, 7, 8 33260 PHELPS DODGE CORP. EQUITY 717265102 1158 35,732 SH DEFINED 1 35,732 PHILADELPHIA CONS HLDG CO EQUITY 717528103 118 3,129 SH DEFINED 6, 7, 8 3129 PHILADELPHIA CONS. HLDG. CO. EQUITY 717528103 125 3,324 SH DEFINED 1 3,324 PHILADELPHIA SUBN CORP EQUITY 718009608 395 17,523 SH DEFINED 6, 7, 8 17523 PHILADELPHIA SUBURBAN CORP. EQUITY 718009608 412 18,278 SH DEFINED 1 18,278 PHILIP MORRIS COMPANIES, INC. EQUITY 718154107 80081 1,746,595 SH DEFINED 1 1,746,595 PHILIP MORRIS COS INC EQUITY 718154107 310 6,770 SH DEFINED 5 6770 PHILIP MORRIS COS INC EQUITY 718154107 44295 966,090 SH DEFINED 6, 7, 8 966090 PHILIP MORRIS COS INC EQUITY 718154107 12053 262,885 SH DEFINED 2 262885 PHILLIPINES LONG DISTANCE TELE ADR EQUITY 718252604 206 25,000 SH DEFINED 1 25,000 PHILLIPS PETE CO EQUITY 718507106 72 1,190 SH DEFINED 5 1190 PHILLIPS PETE CO EQUITY 718507106 10315 171,180 SH DEFINED 6, 7, 8 171180 PHILLIPS PETROLEUM CO. EQUITY 718507106 10856 180,149 SH DEFINED 1 180,149 PHILLIPS VAN HEUSEN CORP EQUITY 718592108 80 7,294 SH DEFINED 6, 7, 8 7294 PHILLIPS-VAN HEUSEN CORP. EQUITY 718592108 82 7,525 SH DEFINED 1 7,525 PHOENIX COS INC NEW EQUITY 71902E109 1025 55,400 SH DEFINED 6, 7, 8 55400 PHOENIX TECHNOLOGIES, LTD. EQUITY 719153108 89 7,611 SH DEFINED 1 7,611 PHOENIX TECHNOLOGY LTD EQUITY 719153108 85 7,275 SH DEFINED 6, 7, 8 7275

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PHOTON DYNAMICS EQUITY 719364101 178 3,897 SH DEFINED 1 3,897 PHOTON DYNAMICS INC EQUITY 719364101 169 3,712 SH DEFINED 6, 7, 8 3712 PHOTRONICS INC EQUITY 719405102 485 15,482 SH DEFINED 6, 7, 8 15482 PHOTRONICS INC. EQUITY 719405102 250 7,969 SH DEFINED 1 7,969 PICO HLDGS INC EQUITY 693366205 43 3,437 SH DEFINED 6, 7, 8 3437 PICO HOLDINGS INC EQUITY 693366205 44 3,537 SH DEFINED 1 3,537 PIEDMONT NAT GAS INC EQUITY 720186105 350 9,789 SH DEFINED 6, 7, 8 9789 PIEDMONT NATURAL GAS CO., INC. EQUITY 720186105 370 10,348 SH DEFINED 1 10,348 PIER 1 IMPORTS INC EQUITY 720279108 512 29,521 SH DEFINED 6, 7, 8 29521 PIER 1 IMPORTS, INC. EQUITY 720279108 537 30,992 SH DEFINED 1 30,992 PILGRIMS PRIDE CORP EQUITY 721467108 65 4,826 SH DEFINED 6, 7, 8 4826 PILGRIMS PRIDE CORP. EQUITY 721467108 67 4,980 SH DEFINED 1 4,980 PINNACLE ENTMT INC EQUITY 723456109 36 5,929 SH DEFINED 6, 7, 8 5929 PINNACLE HLDGS INC EQUITY 72346N101 4 12,806 SH DEFINED 6, 7, 8 12806 PINNACLE HOLDINGS, INC. EQUITY 72346N101 5 13,495 SH DEFINED 1 13,495 PINNACLE PARTNER EQUITY 873168108 5578 118,307 SH DEFINED 1 118,307 PINNACLE SYS INC EQUITY 723481107 136 17,141 SH DEFINED 6, 7, 8 17141 PINNACLE SYSTEMS, INC. EQUITY 723481107 142 17,883 SH DEFINED 1 17,883 PINNACLE WEST CAP CORP EQUITY 723484101 11 270 SH DEFINED 5 270 PINNACLE WEST CAP CORP EQUITY 723484101 2148 51,320 SH DEFINED 6, 7, 8 51320 PINNACLE WEST CAPITAL CORP. EQUITY 723484101 1609 38,443 SH DEFINED 1 38,443 PIONEER NAT RES CO EQUITY 723787107 2490 129,300 SH DEFINED 6, 7, 8 129300 PIONEER NATURAL RESOURCES CORP EQUITY 723787107 2505 130,065 SH DEFINED 1 130,065 PIONEER STD ELECTRS INC EQUITY 723877106 113 8,886 SH DEFINED 6, 7, 8 8886 PIONEER-STANDARD ELECTRONICS EQUITY 723877106 118 9,314 SH DEFINED 1 9,314 PITNEY BOWES INC EQUITY 724479100 29 760 SH DEFINED 5 760 PITNEY BOWES INC EQUITY 724479100 4944 131,450 SH DEFINED 6, 7, 8 131450 PITNEY BOWES INC EQUITY 724479100 6125 162,857 SH DEFINED 2 162857 PITNEY BOWES, INC. EQUITY 724479100 4178 111,084 SH DEFINED 1 111,084 PITT DESMOINES INC EQUITY 724508106 45 1,438 SH DEFINED 6, 7, 8 1438 PITT-DES MOINES, INC. EQUITY 724508106 48 1,548 SH DEFINED 1 1,548 PITTSTON BRINK'S GROUP EQUITY 725701106 1840 83,262 SH DEFINED 1 83,262 PITTSTON CO EQUITY 725701106 1824 82,542 SH DEFINED 6, 7, 8 82542 PIXAR INC EQUITY 725811103 8 213 SH DEFINED 1 213 PIXELWORKS INC EQUITY 72581M107 105 6,547 SH DEFINED 1 6,547 PIXELWORKS INC EQUITY 72581M107 101 6,277 SH DEFINED 6, 7, 8 6277 PLACER DOME INC EQUITY 725906101 11 1,030 SH DEFINED 5 1030 PLACER DOME INC EQUITY 725906101 1515 138,870 SH DEFINED 6, 7, 8 138870 PLACER DOME INC. EQUITY 725906101 1599 146,604 SH DEFINED 1 146,604 PLAINS RES INC EQUITY 726540503 170 6,890 SH DEFINED 6, 7, 8 6890 PLAINS RESOURCES, INC. EQUITY 726540503 177 7,192 SH DEFINED 1 7,192 PLANAR SYS INC EQUITY 726900103 63 3,009 SH DEFINED 6, 7, 8 3009 PLANAR SYSTEMS, INC. EQUITY 726900103 67 3,163 SH DEFINED 1 3,163 PLANTRONICS INC NEW EQUITY 727493108 1717 66,958 SH DEFINED 6, 7, 8 66958 PLANTRONICS, INC. EQUITY 727493108 1729 67,429 SH DEFINED 1 67,429 PLATO LEARNING INC EQUITY 72764Y100 70 4,214 SH DEFINED 1 4,214 PLATO LEARNING INC EQUITY 72764Y100 67 4,019 SH DEFINED 6, 7, 8 4019 PLAYBOY ENTERPRISES INC EQUITY 728117300 68 4,017 SH DEFINED 6, 7, 8 4017 PLAYBOY ENTERPRISES, INC. EQUITY 728117300 72 4,263 SH DEFINED 1 4,263 PLAYTEX PRODS INC EQUITY 72813P100 84 8,566 SH DEFINED 6, 7, 8 8566

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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ POTOMAC ELEC PWR CO EQUITY 737679100 3961 175,500 SH DEFINED 6, 7, 8 175500 POTOMAC ELECTRIC POWER CO. EQUITY 737679100 3979 176,298 SH DEFINED 1 176,298 POWELL INDS INC EQUITY 739128106 34 1,813 SH DEFINED 6, 7, 8 1813 POWELL INDUSTRIES INC EQUITY 739128106 36 1,925 SH DEFINED 1 1,925 POWER INTEGRATIONS INC EQUITY 739276103 384 16,802 SH DEFINED 6, 7, 8 16802 POWER INTEGRATIONS, INC. EQUITY 739276103 179 7,857 SH DEFINED 1 7,857 POWER-ONE , INC. EQUITY 739308104 374 35,883 SH DEFINED 1 35,883 POWER-ONE INC EQUITY 739308104 3 250 SH DEFINED 5 250 POWER-ONE INC EQUITY 739308104 488 46,845 SH DEFINED 6, 7, 8 46845 POWERWAVE TECHNOLOGIES IN EQUITY 739363109 1652 95,604 SH DEFINED 6, 7, 8 95604 POWERWAVE TECHNOLOGIES INC EQUITY 739363109 1667 96,462 SH DEFINED 1 96,462 POZEN INC EQUITY 73941U102 29 5,597 SH DEFINED 6, 7, 8 5597 POZEN INC. EQUITY 73941U102 30 5,798 SH DEFINED 1 5,798 PPG INDS INC EQUITY 693506107 27 530 SH DEFINED 5 530 PPG INDS INC EQUITY 693506107 5057 97,770 SH DEFINED 6, 7, 8 97770 PPG INDUSTRIES, INC. EQUITY 693506107 5331 103,082 SH DEFINED 1 103,082 PPL CORP EQUITY 69351T106 16 460 SH DEFINED 5 460 PPL CORP EQUITY 69351T106 2855 81,910 SH DEFINED 6, 7, 8 81910 PPL CORPORATION EQUITY 69351T106 3015 86,502 SH DEFINED 1 86,502 PRAECIS PHARMACEUTICALS I EQUITY 739421105 85 14,636 SH DEFINED 6, 7, 8 14636 PRAECIS PHARMACEUTICALS INC EQUITY 739421105 91 15,599 SH DEFINED 1 15,599 PRAXAIR INC EQUITY 74005P104 28 500 SH DEFINED 5 500 PRAXAIR INC EQUITY 74005P104 6026 109,060 SH DEFINED 6, 7, 8 109060 PRAXAIR INC EQUITY 74005P104 4221 76,400 SH DEFINED 2 76400 PRAXAIR, INC. EQUITY 74005P104 6304 114,106 SH DEFINED 1 114,106 PRE PAID LEGAL SVCS INC EQUITY 740065107 97 4,419 SH DEFINED 6, 7, 8 4419 PRECISE SOFTWARE SOLUTION EQUITY M41450103 296 14,308 SH DEFINED 6, 7, 8 14308 PRECISION CASTPARTS CORP EQUITY 740189105 1768 62,600 SH DEFINED 6, 7, 8 62600 PRECISION CASTPARTS CORP. EQUITY 740189105 1781 63,041 SH DEFINED 1 63,041 PRENTISS PPTYS TR EQUITY 740706106 275 10,008 SH DEFINED 6, 7, 8 10008 PRENTISS PROPERTIES TRUST EQUITY 740706106 287 10,471 SH DEFINED 1 10,471 PREPAID LEGAL SERVICES, INC. EQUITY 740065107 102 4,642 SH DEFINED 1 4,642 PRESIDENTIAL LIFE CORP EQUITY 740884101 143 6,967 SH DEFINED 6, 7, 8 6967 PRESIDENTIAL LIFE CORP. EQUITY 740884101 149 7,240 SH DEFINED 1 7,240 PRESSTEK INC EQUITY 741113104 85 9,269 SH DEFINED 1 9,269 PRESSTEK INC EQUITY 741113104 81 8,806 SH DEFINED 6, 7, 8 8806 PRI AUTOMATION INC EQUITY 69357H106 212 10,351 SH DEFINED 6, 7, 8 10351 PRI AUTOMATION INC. EQUITY 69357H106 148 7,250 SH DEFINED 1 7,250 PRICE COMMUNICATIONS CO. EQUITY 741437305 1839 96,328 SH DEFINED 1 96,328 PRICE COMMUNICATIONS CORP EQUITY 741437305 1824 95,573 SH DEFINED 6, 7, 8 95573 PRICE LEGACY CORP PFD EQUITY 74144P205 89 5,900 SH DEFINED 1 5,900 PRICE T ROWE GROUP INC EQUITY 74144T108 14 390 SH DEFINED 5 390 PRICE T ROWE GROUP INC EQUITY 74144T108 1813 52,190 SH DEFINED 6, 7, 8 52190 PRICELINE COM INC EQUITY 741503106 173 29,643 SH DEFINED 6, 7, 8 29643 PRICELINE.COM INC. EQUITY 741503106 180 30,945 SH DEFINED 1 30,945 PRICESMART INC EQUITY 741511109 41 1,180 SH DEFINED 6, 7, 8 1180 PRICESMART, INC. EQUITY 741511109 44 1,249 SH DEFINED 1 1,249 PRIDE INTERNATIONAL EQUITY 74153Q102 2456 162,672 SH DEFINED 1 162,672 PRIDE INTL INC DEL EQUITY 74153Q102 2624 173,775 SH DEFINED 6, 7, 8 173775 PRIMA ENERGY CORP EQUITY 741901201 64 2,958 SH DEFINED 1 2,958

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PRIMA ENERGY CORP EQUITY 741901201 61 2,785 SH DEFINED 6, 7, 8 2785 PRIME GROUP REALTY TRUST EQUITY 74158J103 19 2,082 SH DEFINED 1 2,082 PRIME GROUP REALTY TRUST EQUITY 74158J103 17 1,846 SH DEFINED 6, 7, 8 1846 PRIME HOSPITALITY CORP EQUITY 741917108 159 14,357 SH DEFINED 6, 7, 8 14357 PRIME HOSPITALITY CORP. EQUITY 741917108 165 14,943 SH DEFINED 1 14,943 PRIME RETAIL INC -CV EQUITY 741570303 2 778 SH DEFINED 1 778 PRIMEDIA INC EQUITY 74157K853 20 3,153 SH DEFINED 1 3,153 PRINCETON REVIEW INC EQUITY 742352107 3686 481,800 SH DEFINED 2 481800 PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 696 29,000 SH DEFINED 6, 7, 8 29000 PRIORITY HEALTHCARE EQUITY 74264T102 8 231 SH DEFINED 1 231 PRIORITY HEALTHCARE CORP EQUITY 74264T102 242 6,865 SH DEFINED 6, 7, 8 6865 PRIORITY HEALTHCARE CORP EQUITY 74264T102 1760 50,000 SH DEFINED 2 50000 PRIVATE MEDIA GROUP INC EQUITY 74266R104 41 4,190 SH DEFINED 1 4,190 PRIVATE MEDIA GROUP INC EQUITY 74266R104 40 4,062 SH DEFINED 6, 7, 8 4062 PRIZE ENERGY CORP EQUITY 74267L106 29 1,253 SH DEFINED 1 1,253 PRIZE ENERGY CORP EQUITY 74267L106 29 1,253 SH DEFINED 6, 7, 8 1253 PROASSURANCE CORP EQUITY 74267C106 129 7,330 SH DEFINED 6, 7, 8 7330 PROASSURANCE CORPORATION EQUITY 74267C106 133 7,581 SH DEFINED 1 7,581 PROBUSINESS SERVICES INC EQUITY 742674104 94 5,008 SH DEFINED 6, 7, 8 5008 PROBUSINESS SERVICES INC. EQUITY 742674104 99 5,288 SH DEFINED 1 5,288 PROCTER & GAMBLE CO EQUITY 742718109 320 4,050 SH DEFINED 5 4050 PROCTER & GAMBLE CO EQUITY 742718109 52174 659,340 SH DEFINED 6, 7, 8 659340 PROCTER & GAMBLE CO. EQUITY 742718109 54721 691,536 SH DEFINED 1 691,536 PROCTER + GAMBLE CO EQUITY 742718109 4843 61,200 SH DEFINED 2 61200 PROFESSIONAL DETAILING, INC. EQUITY 69329V100 51 2,290 SH DEFINED 1 2,290 PROFIT RECOVERY GROUP INT EQUITY 743168106 94 11,535 SH DEFINED 6, 7, 8 11535 PROGENICS PHARMACEUTICALS EQUITY 743187106 44 2,391 SH DEFINED 1 2,391 PROGENICS PHARMACEUTICALS EQUITY 743187106 42 2,259 SH DEFINED 6, 7, 8 2259 Progress Energy EQUITY 743263105 7880 175,000 SH DEFINED 4 175,000 PROGRESS ENERGY INC EQUITY 743263105 31 680 SH DEFINED 5 680 PROGRESS ENERGY INC EQUITY 743263105 4166 92,510 SH DEFINED 6, 7, 8 92510 PROGRESS ENERGY INC. EQUITY 743263105 4489 99,689 SH DEFINED 1 99,689 PROGRESS SOFTWARE CORP EQUITY 743312100 145 8,384 SH DEFINED 6, 7, 8 8384 PROGRESS SOFTWARE CORP. EQUITY 743312100 153 8,837 SH DEFINED 1 8,837 PROGRESSIVE CORP OHIO EQUITY 743315103 34 230 SH DEFINED 5 230 PROGRESSIVE CORP OHIO EQUITY 743315103 4630 31,010 SH DEFINED 6, 7, 8 31010 PROGRESSIVE CORP. EQUITY 743315103 4962 33,234 SH DEFINED 1 33,234 PROLOGIS TR SH BEN INT EQUITY 743410102 22843 1,061,960 SH Sole 3 873590 188370 PROLOGIS TRUST EQUITY 743410102 21 961 SH DEFINED 1 961 PROMISTAR FINANCIAL CORP. EQUITY 74342Y107 125 5,098 SH DEFINED 1 5,098 PROMISTAR FINL CORP EQUITY 74342Y107 118 4,811 SH DEFINED 6, 7, 8 4811 PROQUEST CO. EQUITY 74346P102 149 4,397 SH DEFINED 1 4,397 PROQUEST COMPANY EQUITY 74346P102 142 4,180 SH DEFINED 6, 7, 8 4180 PROSPERITY BANCSHARES INC EQUITY 743606105 45 1,665 SH DEFINED 1 1,665 PROSPERITY BANCSHARES INC EQUITY 743606105 45 1,665 SH DEFINED 6, 7, 8 1665 PROTECTION ONE ALARM CORPBOND 743659AL8 7,960 9,045,000 PRN DEFINED 1 9,05,000 PROTECTIVE LIFE CORP EQUITY 743674103 2410 83,300 SH DEFINED 6, 7, 8 83300 PROTECTIVE LIFE CORP COM EQUITY 743674103 2424 83,804 SH DEFINED 1 83,804 PROTEIN DESIGN LABS COM EQUITY 74369L103 21927 668,508 SH Sole 3 656908 11600 PROTEIN DESIGN LABS INC EQUITY 74369L103 3582 108,790 SH DEFINED 6, 7, 8 108790

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PROTEIN DESIGN LABS, INC. EQUITY 74369L103 3608 109,992 SH DEFINED 1 109,992 PROTON ENERGY SYS INC EQUITY 74371K101 83 10,058 SH DEFINED 6, 7, 8 10058 PROTON ENERGY SYSTEMS EQUITY 74371K101 87 10,512 SH DEFINED 1 10,512 PROVIDENT BANCORP INC EQUITY 743835100 29 997 SH DEFINED 1 997 PROVIDENT BANCORP INC MON EQUITY 743835100 29 997 SH DEFINED 6, 7, 8 997 PROVIDENT BANKSHARES CORP EQUITY 743859100 201 8,277 SH DEFINED 6, 7, 8 8277 PROVIDENT BANKSHARES CORP. EQUITY 743859100 210 8,646 SH DEFINED 1 8,646 PROVIDENT FINANCIAL GROUP EQUITY 743866105 1579 60,100 SH DEFINED 1 60,100 PROVIDENT FINL GROUP INC EQUITY 743866105 1572 59,800 SH DEFINED 6, 7, 8 59800 Providian Capital CORPBOND 743973AA7 871 4,000,000 PRN DEFINED 4 4,000,000 PROVIDIAN FINANCIAL CORP. EQUITY 74406A102 482 135,831 SH DEFINED 1 135,831 PROVIDIAN FINL CORP EQUITY 74406A102 3 890 SH DEFINED 5 890 PROVIDIAN FINL CORP EQUITY 74406A102 458 129,140 SH DEFINED 6, 7, 8 129140 PROVINCE HEALTHCARE CO EQUITY 743977100 599 19,398 SH DEFINED 6, 7, 8 19398 PROVINCE HEALTHCARE CO. EQUITY 743977100 294 9,527 SH DEFINED 1 9,527 PROXIM INC EQUITY 744284100 78 7,840 SH DEFINED 6, 7, 8 7840 PROXIM, INC. EQUITY 744284100 81 8,213 SH DEFINED 1 8,213 PRUDENTIAL CORP. PLC ADR EQUITY 74435K204 395 16,850 SH DEFINED 1 16,850 PRUDENTIAL FINANCIAL INC EQUITY 744320102 121162 3,650,550 SH DEFINED 1 3,650,550 PRUDENTIAL PLC EQUITY 74435K204 387 16,850 SH DEFINED 6, 7, 8 16850 PS BUSINESS PARKS, INC. EQUITY 69360J107 118 3,751 SH DEFINED 1 3,751 PS BUSINESS PKS INC CA COM EQUITY 69360J107 9601 304,800 SH Sole 3 259300 45500 PS BUSINESS PKS INC CALIF EQUITY 69360J107 112 3,567 SH DEFINED 6, 7, 8 3567 PSEG ENERGY HOLDINGS EQUITY 744573106 3975 94,207 SH DEFINED 1 94,207 PSS WORLD MED INC EQUITY 69366A100 186 22,841 SH DEFINED 6, 7, 8 22841 PSS WORLD MEDICAL, INC EQUITY 69366A100 196 24,062 SH DEFINED 1 24,062 PUBLIC STORAGE INC EQUITY 74460D109 23 694 SH DEFINED 1 694 PUBLIC SVC CO N MEX EQUITY 744499104 1679 60,066 SH DEFINED 6, 7, 8 60066 PUBLIC SVC ENTERPRISE GRO EQUITY 744573106 27 650 SH DEFINED 5 650 PUBLIC SVC ENTERPRISE GRO EQUITY 744573106 3700 87,700 SH DEFINED 6, 7, 8 87700 Public Svc Enterprise Group EQUITY 744573106 5063 120,000 SH DEFINED 4 120,000 PUGET ENEGY INC. EQUITY 745310102 2995 136,808 SH DEFINED 1 136,808 PUGET ENERGY INC NEW EQUITY 745310102 2978 136,060 SH DEFINED 6, 7, 8 136060 PULITZER INC EQUITY 745769109 135 2,650 SH DEFINED 6, 7, 8 2650 PULITZER INC. EQUITY 745769109 143 2,797 SH DEFINED 1 2,797 PULTE HOMES INC EQUITY 745867101 8 180 SH DEFINED 5 180 PULTE HOMES INC EQUITY 745867101 2511 56,220 SH DEFINED 6, 7, 8 56220 PULTE HOMES INC. EQUITY 745867101 2590 57,971 SH DEFINED 1 57,971 PUMA TECHNOLOGY INC EQUITY 745887109 29 11,325 SH DEFINED 1 11,325 PUMATECH INC EQUITY 745887109 28 10,983 SH DEFINED 6, 7, 8 10983 PURE RES INC EQUITY 74622E102 78 3,864 SH DEFINED 6, 7, 8 3864 PURE RESOURCES INC EQUITY 74622E102 83 4,129 SH DEFINED 1 4,129 PYR ENERGY CORP EQUITY 693677106 8 4,097 SH DEFINED 1 4,097 PYR ENERGY CORP EQUITY 693677106 8 4,097 SH DEFINED 6, 7, 8 4097 QLOGIC CORP EQUITY 747277101 13 290 SH DEFINED 5 290 QLOGIC CORP EQUITY 747277101 1839 41,310 SH DEFINED 6, 7, 8 41310 QLOGIC CORP EQUITY 747277101 4990 112,100 SH DEFINED 2 112100 QLOGIC CORP COM EQUITY 747277101 7059 158,600 SH Sole 3 134800 23800 QLOGIC CORP. EQUITY 747277101 1990 44,719 SH DEFINED 1 44,719 QRS CORP EQUITY 74726X105 58 4,115 SH DEFINED 6, 7, 8 4115

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ QRS CORP. EQUITY 74726X105 61 4,329 SH DEFINED 1 4,329 QUAKER CHEM CORP EQUITY 747316107 50 2,434 SH DEFINED 6, 7, 8 2434 QUAKER CHEM CORP COM EQUITY 747316107 50 2,434 SH DEFINED 1 2,434 QUAKER CITY BANCORP INC EQUITY 74731K106 40 1,336 SH DEFINED 1 1,336 QUAKER CITY BANCORP INC EQUITY 74731K106 36 1,222 SH DEFINED 6, 7, 8 1222 QUAKER FABRIC CORP NEW EQUITY 747399103 30 3,668 SH DEFINED 6, 7, 8 3668 QUAKER FABRIC CORP. EQUITY 747399103 32 3,909 SH DEFINED 1 3,909 QUALCOMM INC EQUITY 747525103 121 2,390 SH DEFINED 5 2390 QUALCOMM INC EQUITY 747525103 20237 400,740 SH DEFINED 6, 7, 8 400740 QUALCOMM INC EQUITY 747525103 33329 659,975 SH DEFINED 2 659975 QUALCOMM, INC. EQUITY 747525103 32272 639,048 SH DEFINED 1 639,048 QUANEX CORP EQUITY 747620102 122 4,306 SH DEFINED 6, 7, 8 4306 QUANEX CORP. EQUITY 747620102 126 4,458 SH DEFINED 1 4,458 QUANTA SERVICES, INC. EQUITY 74762E102 1562 101,214 SH DEFINED 1 101,214 QUANTA SVCS INC EQUITY 74762E102 1559 101,045 SH DEFINED 6, 7, 8 101045 QUANTUM CORP EQUITY 747906204 1860 188,800 SH DEFINED 6, 7, 8 188800 QUANTUM CORP DLT & STORAGE EQUITY 747906204 1872 190,045 SH DEFINED 1 190,045 Quest Diagnostics EQUITY 74834L100 2216 30,900 SH DEFINED 4 30,900 QUEST DIAGNOSTICS INC EQUITY 74834L100 8326 116,100 SH DEFINED 6, 7, 8 116100 QUEST DIAGNOSTICS, INC. EQUITY 74834L100 8454 117,888 SH DEFINED 1 117,888 QUEST SOFTWARE INC EQUITY 74834T103 8 379 SH DEFINED 1 379 QUESTAR CORP EQUITY 748356102 4031 160,900 SH DEFINED 6, 7, 8 160900 QUESTAR CORP. EQUITY 748356102 4072 162,548 SH DEFINED 1 162,548 QUICKSILVER RESOURCES INC EQUITY 74837R104 47 2,449 SH DEFINED 1 2,449 QUICKSILVER RESOURCES INC EQUITY 74837R104 44 2,285 SH DEFINED 6, 7, 8 2285 QUICKSILVER, INC. EQUITY 74838C106 113 6,586 SH DEFINED 1 6,586 QUIKSILVER INC EQUITY 74838C106 109 6,314 SH DEFINED 6, 7, 8 6314 QUINTILES TRANSNATIONAL C EQUITY 748767100 6 370 SH DEFINED 5 370 QUINTILES TRANSNATIONAL C EQUITY 748767100 813 50,550 SH DEFINED 6, 7, 8 50550 QUINTILES TRANSNATIONAL CORP. EQUITY 748767100 873 54,376 SH DEFINED 1 54,376 QUIXOTE CORP EQUITY 749056107 36 1,914 SH DEFINED 1 1,914 QUIXOTE CORP EQUITY 749056107 34 1,788 SH DEFINED 6, 7, 8 1788 QUOVADX INC EQUITY 74913K106 125 13,711 SH DEFINED 6, 7, 8 13711 QWEST COMMUNICATIONS INTL EQUITY 749121109 73 5,200 SH DEFINED 5 5200 QWEST COMMUNICATIONS INTL EQUITY 749121109 10409 736,640 SH DEFINED 6, 7, 8 736640 QWEST COMMUNICATIONS INTL. EQUITY 749121109 16445 1,163,803 SH DEFINED 1 1,163,803 R & B FALCON CORP. EQUITY G90078109 4812 142,281 SH DEFINED 1 142,281 R & G FINANCIAL CORP EQUITY 749136107 53 3,077 SH DEFINED 6, 7, 8 3077 R G S ENERGY GROUP INC EQUITY 74956K104 418 11,110 SH DEFINED 6, 7, 8 11110 R H DONNELLEY CORP EQUITY 74955W307 261 8,991 SH DEFINED 6, 7, 8 8991 R&G FINANCIAL CO. EQUITY 749136107 54 3,177 SH DEFINED 1 3,177 R. R. DONNELLEY AND SONS CO. EQUITY 257867101 1542 51,938 SH DEFINED 1 51,938 R.H. DONNELLEY CORP. EQUITY 74955W307 273 9,383 SH DEFINED 1 9,383 R.O.C. TAIWAN FUND EQUITY 749651105 1625 342,000 SH DEFINED 1 342,000 RADIAN GROUP INC EQUITY 750236101 6507 151,500 SH DEFINED 6, 7, 8 151500 RADIAN GROUP INC COM EQUITY 750236101 90317 2,102,850 SH Sole 3 2002750 100100 RADIAN GROUP, INC. EQUITY 750236101 4918 114,514 SH DEFINED 1 114,514 RADIANT SYSTEMS INC EQUITY 75025N102 50 4,362 SH DEFINED 6, 7, 8 4362 RADIANT SYSTEMS, INC. EQUITY 75025N102 52 4,527 SH DEFINED 1 4,527 RADIO ONE INC -CL D EQUITY 75040P405 8 463 SH DEFINED 1 463

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ RADIO ONE INC CL D NON VTG EQUITY 75040P405 49298 2,737,264 SH Sole 3 2684164 53100 RADIOSHACK CORP EQUITY 750438103 17 560 SH DEFINED 5 560 RADIOSHACK CORP EQUITY 750438103 2282 75,830 SH DEFINED 6, 7, 8 75830 RADIOSHACK CORP. EQUITY 750438103 2483 82,481 SH DEFINED 1 82,481 RADISYS CORP EQUITY 750459109 89 4,536 SH DEFINED 6, 7, 8 4536 RADISYS CORP. EQUITY 750459109 96 4,908 SH DEFINED 1 4,908 RAILAMERICA INC EQUITY 750753105 94 6,525 SH DEFINED 1 6,525 RAILAMERICA INC EQUITY 750753105 90 6,232 SH DEFINED 6, 7, 8 6232 RAILWORKS CORP EQUITY 750789109 73 471,100 SH DEFINED 2 471100 RAINBOW TECHNOLOGIES INC EQUITY 750862104 58 7,787 SH DEFINED 1 7,787 RAINBOW TECHNOLOGIES INC EQUITY 750862104 54 7,347 SH DEFINED 6, 7, 8 7347 RALCORP HLDGS INC NEW EQUITY 751028101 218 9,610 SH DEFINED 6, 7, 8 9610 RALCORP HOLDINGS, INC. EQUITY 751028101 227 10,018 SH DEFINED 1 10,018 RAMBUS INC DEL EQUITY 750917106 189 23,709 SH DEFINED 6, 7, 8 23709 RAMBUS INC. EQUITY 750917106 198 24,825 SH DEFINED 1 24,825 RANGE RES CORP EQUITY 75281A109 71 15,496 SH DEFINED 6, 7, 8 15496 RANGE RESOURCES CORP EQUITY 75281A109 73 16,074 SH DEFINED 1 16,074 RARE HOSPITALITY INTERNATIONAL EQUITY 753820109 147 6,506 SH DEFINED 1 6,506 RARE HOSPITALITY INTL INC EQUITY 753820109 139 6,161 SH DEFINED 6, 7, 8 6161 RATIONAL SOFTWARE CORP EQUITY 75409P202 4689 240,440 SH DEFINED 6, 7, 8 240440 RATIONALE SOFTWARE CORP EQUITY 75409P202 4740 243,057 SH DEFINED 1 243,057 RAYMOND JAMES FINANCIAL I EQUITY 754730109 425 11,977 SH DEFINED 6, 7, 8 11977 RAYMOND JAMES FINANCIAL, INC. EQUITY 754730109 445 12,525 SH DEFINED 1 12,525 RAYONIER INC EQUITY 754907103 4422 87,624 SH DEFINED 6, 7, 8 87624 RAYONIER, INC. EQUITY 754907103 4440 87,969 SH DEFINED 1 87,969 RAYOVAC CORP EQUITY 755081106 104 5,920 SH DEFINED 6, 7, 8 5920 RAYOVAC CORP. EQUITY 755081106 108 6,148 SH DEFINED 1 6,148 RAYTHEON CO EQUITY 755111507 40 1,220 SH DEFINED 5 1220 RAYTHEON CO EQUITY 755111507 5366 165,270 SH DEFINED 6, 7, 8 165270 RAYTHEON CO. EQUITY 755111507 6721 206,994 SH DEFINED 1 206,994 RCN CORP EQUITY 749361101 31 10,422 SH DEFINED 6, 7, 8 10422 RCN CORP. EQUITY 749361101 32 10,940 SH DEFINED 1 10,940 READERS DIGEST ASSN INC EQUITY 755267101 3947 171,000 SH DEFINED 6, 7, 8 171000 READER'S DIGEST ASSOC., INC. CLASS A EQUITY 755267101 2824 122,365 SH DEFINED 1 122,365 READ-RITE CORP EQUITY 755246105 226 34,205 SH DEFINED 6, 7, 8 34205 READ-RITE CORP. EQUITY 755246105 236 35,735 SH DEFINED 1 35,735 REAL NETWORKS INC EQUITY 75605L104 1461 246,000 SH DEFINED 2 246000 REALNETWORKS, INC. EQUITY 75605L104 6 1,004 SH DEFINED 1 1,004 REALTY INCOME CORP EQUITY 756109104 307 10,433 SH DEFINED 6, 7, 8 10433 REALTY INCOME CORP COM EQUITY 756109104 3869 131,600 SH Sole 3 131600 REALTY INCOME CORP. EQUITY 756109104 320 10,889 SH DEFINED 1 10,889 RECKSON ASSOC REALTY CORP. EQUITY 75621K106 284 12,170 SH DEFINED 1 12,170 RECKSON ASSOC REALTY CORP-B EQUITY 75621K304 8849 346,900 SH DEFINED 1 346,900 RECKSON ASSOCS RLTY CL B EQUITY 75621K304 3390 132,900 SH Sole 3 132900 RECKSON ASSOCS RLTY COM EQUITY 75621K106 21823 934,200 SH Sole 3 800000 134200 RECKSON ASSOCS RLTY CORP EQUITY 75621K106 272 11,649 SH DEFINED 6, 7, 8 11649 RECOTON CORP EQUITY 756268108 42 3,091 SH DEFINED 6, 7, 8 3091 RECOTON CORP. EQUITY 756268108 44 3,263 SH DEFINED 1 3,263 RED HAT INC EQUITY 756577102 56 7,832 SH DEFINED 6, 7, 8 7832 RED HAT, INC. EQUITY 756577102 60 8,458 SH DEFINED 1 8,458

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ REDBACK NETWORKS INC EQUITY 757209101 6 1,476 SH DEFINED 1 1,476 REDWOOD TR INC EQUITY 758075402 49 2,035 SH DEFINED 6, 7, 8 2035 REDWOOD TRUST, INC. EQUITY 758075402 49 2,035 SH DEFINED 1 2,035 Reebok International EQUITY 758110100 530 20,000 SH DEFINED 4 20,000 REEBOK INTERNATIONAL, LTD. EQUITY 758110100 706 26,638 SH DEFINED 1 26,638 REEBOK INTL LTD EQUITY 758110100 5 180 SH DEFINED 5 180 REEBOK INTL LTD EQUITY 758110100 719 27,145 SH DEFINED 6, 7, 8 27145 REGAL BELOIT CORP EQUITY 758750103 134 6,133 SH DEFINED 6, 7, 8 6133 REGAL-BELOIT CORP. EQUITY 758750103 139 6,369 SH DEFINED 1 6,369 REGENCY CENTERS CORPORATION EQUITY 758849103 217 7,833 SH DEFINED 1 7,833 REGENCY CTRS CORP EQUITY 758849103 207 7,463 SH DEFINED 6, 7, 8 7463 REGENCY CTRS CORP COM EQUITY 758849103 14655 528,100 SH Sole 3 474200 53900 REGENERATION TECH INC DEL EQUITY 75886N100 40 3,909 SH DEFINED 6, 7, 8 3909 REGENERATION TECHNOLOGIES EQUITY 75886N100 42 4,159 SH DEFINED 1 4,159 REGENERON PHARMACEUTICALS EQUITY 75886F107 212 7,512 SH DEFINED 6, 7, 8 7512 REGENERON PHARMACEUTICALS INC. EQUITY 75886F107 221 7,861 SH DEFINED 1 7,861 REGENT COMMUNICATIONS INC EQUITY 758865109 37 5,524 SH DEFINED 6, 7, 8 5524 REGENT COMMUNICATIONS, INC EQUITY 758865109 38 5,692 SH DEFINED 1 5,692 REGIONS FINANCIAL CORP. EQUITY 758940100 3093 103,319 SH DEFINED 1 103,319 REGIONS FINL CORP EQUITY 758940100 21 710 SH DEFINED 5 710 REGIONS FINL CORP EQUITY 758940100 2890 96,190 SH DEFINED 6, 7, 8 96190 REGIS CORP MINN EQUITY 758932107 454 17,598 SH DEFINED 6, 7, 8 17598 REGIS CORP. EQUITY 758932107 308 11,934 SH DEFINED 1 11,934 REGISTER COM INC EQUITY 75914G101 65 5,683 SH DEFINED 6, 7, 8 5683 REGISTER.COM EQUITY 75914G101 69 5,970 SH DEFINED 1 5,970 REHAB CARE GROUP EQUITY 759148109 140 4,737 SH DEFINED 1 4,737 REHABCARE GROUP INC EQUITY 759148109 229 7,728 SH DEFINED 6, 7, 8 7728 REINSURANCE GROUP OF EQUITY 759351109 3 85 SH DEFINED 1 85 RELIANCE STEEL & ALUMINIUM CO. EQUITY 759509102 209 7,964 SH DEFINED 1 7,964 RELIANCE STEEL & ALUMINUM EQUITY 759509102 396 15,085 SH DEFINED 6, 7, 8 15085 RELIANT ENERGY INC EQUITY 75952J108 25 930 SH DEFINED 5 930 RELIANT ENERGY INC EQUITY 75952J108 3741 141,080 SH DEFINED 6, 7, 8 141080 RELIANT ENERGY, INC. EQUITY 75952J108 3927 148,095 SH DEFINED 1 148,095 RELIANT RESOURCES INC EQUITY 75952B105 7 415 SH DEFINED 1 415 REMEC INC EQUITY 759543101 144 14,419 SH DEFINED 6, 7, 8 14419 REMEC, INC. EQUITY 759543101 150 15,007 SH DEFINED 1 15,007 REMINGTON OIL & GAS CORP EQUITY 759594302 90 5,192 SH DEFINED 1 5,192 REMINGTON OIL & GAS CORP EQUITY 759594302 84 4,829 SH DEFINED 6, 7, 8 4829 RENAISSANCE LEARNING INC EQUITY 75968L105 68 2,231 SH DEFINED 6, 7, 8 2231 RENAISSANCE LEARNING, INC. EQUITY 75968L105 71 2,341 SH DEFINED 1 2,341 Renaissancere CORPBOND 759936AC1 4327 5,000,000 PRN DEFINED 4 5,000,000 RENAL CARE GROUP INC EQUITY 759930100 446 13,909 SH DEFINED 6, 7, 8 13909 RENAL CARE GROUP, INC. EQUITY 759930100 468 14,582 SH DEFINED 1 14,582 RENT A CTR INC NEW EQUITY 76009N100 70 2,075 SH DEFINED 6, 7, 8 2075 RENT WAY INC EQUITY 76009U104 47 7,779 SH DEFINED 6, 7, 8 7779 RENT-A-CENTER INC EQUITY 76009N100 72 2,145 SH DEFINED 1 2,145 RENT-WAY, INC. EQUITY 76009U104 49 8,178 SH DEFINED 1 8,178 REPSOL S A SPONSORED ADR EQUITY 76026T205 153 10,500 SH DEFINED 1 10,500 REPSOL YPF S A EQUITY 76026T205 153 10,500 SH DEFINED 6, 7, 8 10500 REPUBLIC BANCORP INC EQUITY 760282103 217 15,665 SH DEFINED 6, 7, 8 15665

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ REPUBLIC BANCORP KY EQUITY 760281204 31 2,297 SH DEFINED 6, 7, 8 2297 REPUBLIC BANCORP, INC. EQUITY 760281204 259 18,792 SH DEFINED 1 18,792 REPUBLIC BANCSHARES INC EQUITY 759929102 20 1,534 SH DEFINED 6, 7, 8 1534 REPUBLIC BANCSHARES, INC. EQUITY 759929102 20 1,534 SH DEFINED 1 1,534 REPUBLIC SERVICES IN EQUITY 760759100 4131 206,851 SH DEFINED 1 206,851 REPUBLIC SVCS INC EQUITY 760759100 4104 205,500 SH DEFINED 6, 7, 8 205500 REPUBLIC SVCS INC EQUITY 760759100 8210 411,100 SH DEFINED 2 411100 RESEARCH FRONTIERS EQUITY 760911107 50 2,976 SH DEFINED 1 2,976 RESEARCH FRONTIERS INC EQUITY 760911107 47 2,807 SH DEFINED 6, 7, 8 2807 RESMED INC EQUITY 761152107 24 444 SH DEFINED 1 444 RESORTQUEST INTL INC EQUITY 761183102 26 5,362 SH DEFINED 1 5,362 RESORTQUEST INTL INC EQUITY 761183102 69 14,400 SH DEFINED 6, 7, 8 14400 RESOURCE AMERICA INC EQUITY 761195205 46 4,940 SH DEFINED 6, 7, 8 4940 RESOURCE AMERICA, INC. EQUITY 761195205 49 5,221 SH DEFINED 1 5,221 RESOURCES CONNECTION INC EQUITY 76122Q105 52 1,973 SH DEFINED 1 1,973 RESOURCES CONNECTION INC EQUITY 76122Q105 51 1,925 SH DEFINED 6, 7, 8 1925 RESPIRONICS INC EQUITY 761230101 303 8,748 SH DEFINED 6, 7, 8 8748 RESPIRONICS INC. EQUITY 761230101 318 9,170 SH DEFINED 1 9,170 RETEK INC EQUITY 76128Q109 2095 70,130 SH DEFINED 6, 7, 8 70130 RETEK INC EQUITY 76128Q109 4821 161,400 SH DEFINED 2 161400 RETEK INC COM EQUITY 76128Q109 26474 886,323 SH Sole 3 870823 15500 RETEK INC. EQUITY 76128Q109 1870 62,616 SH DEFINED 1 62,616 REVLON INC EQUITY 761525500 16 2,360 SH DEFINED 6, 7, 8 2360 REVLON, INC.-CL A EQUITY 761525500 16 2,360 SH DEFINED 1 2,360 REYNOLDS & REYNOLDS CO EQUITY 761695105 2112 87,100 SH DEFINED 6, 7, 8 87100 REYNOLDS AND REYNOLDS CO., CLASS A EQUITY 761695105 2122 87,502 SH DEFINED 1 87,502 REYNOLDS R J TOB HLDGS IN EQUITY 76182K105 6840 121,500 SH DEFINED 6, 7, 8 121500 RF MICRO DEVICES INC EQUITY 749941100 4009 208,456 SH DEFINED 1 208,456 RF MICRODEVICES INC EQUITY 749941100 3976 206,750 SH DEFINED 6, 7, 8 206750 RF MONOLITHICS INC EQUITY 74955F106 16 4973 SH DEFINED 6, 7 4973 RF MONOLITHICS INC COM(OXFORD PTNRS L EQUITY 74955F106 16 4,973 SH DEFINED 1 4,973 RFS HOTEL INVESTORS, INC. EQUITY 74955J108 95 8,345 SH DEFINED 1 8,345 RFS HOTEL INVS INC EQUITY 74955J108 92 8,112 SH DEFINED 6, 7, 8 8112 RGS ENERGY GROUP, INC. EQUITY 74956K104 436 11,588 SH DEFINED 1 11,588 RIBOZYME PHARMACEUTICALS EQUITY 762567105 15 3,331 SH DEFINED 6, 7, 8 3331 RIBOZYME PHARMACEUTICALS INC EQUITY 762567105 16 3,547 SH DEFINED 1 3,547 RICHARDSON ELEC LTD EQUITY 763165107 19 1,562 SH DEFINED 1 1,562 RICHARDSON ELECTRS LTD EQUITY 763165107 19 1,562 SH DEFINED 6, 7, 8 1562 RIGEL PHARMACEUTICALS INC EQUITY 766559108 37 7,953 SH DEFINED 1 7,953 RIGEL PHARMACEUTICALS INC EQUITY 766559108 35 7,599 SH DEFINED 6, 7, 8 7599 RIGGS NATIONAL CORP. EQUITY 766570105 60 4,324 SH DEFINED 1 4,324 RIGGS NATL CORP WASH DC EQUITY 766570105 57 4,087 SH DEFINED 6, 7, 8 4087 RIGHT MANAGEMENT CONSULTANTS EQUITY 766573109 50 2,909 SH DEFINED 1 2,909 RIGHT MGMT CONSULTANTS IN EQUITY 766573109 47 2,730 SH DEFINED 6, 7, 8 2730 RIGHTCHOICE MANAGED CARE EQUITY 76657T102 88 1,261 SH DEFINED 1 1,261 RIGHTCHOICE MANAGED CARE EQUITY 76657T102 82 1,168 SH DEFINED 6, 7, 8 1168 RITE AID CORP EQUITY 767754104 24 4,703 SH DEFINED 1 4,703 RIVERSTONE NETWORKS COM EQUITY 769320102 47876 2,884,118 SH Sole 3 2833148 50970 RIVERSTONE NETWORKS INC EQUITY 769320102 25 1,515 SH DEFINED 1 1,515 RIVERSTONE NETWORKS INC EQUITY 769320102 2158 130,000 SH DEFINED 2 130000

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ RIVIANA FOODS EQUITY 769536103 34 1,943 SH DEFINED 1 1,943 RIVIANA FOODS INC EQUITY 769536103 33 1,843 SH DEFINED 6, 7, 8 1843 RIVIERA HLDGS CORP EQUITY 769627100 2,120 500,000 SH DEFINED 1 500,000 RIVIERA HOLDINGS CORP EQUITY 769627100 2120 500,000 SH DEFINED 1 500,000 RJ Reynolds EQUITY 76182K105 282 5,000 SH DEFINED 4 5,000 RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 17321 307,661 SH DEFINED 1 307,661 RLI CORP EQUITY 749607107 96 2,126 SH DEFINED 6, 7, 8 2126 RLI CORP. EQUITY 749607107 100 2,232 SH DEFINED 1 2,232 ROADWAY CORP EQUITY 769742107 140 3,804 SH DEFINED 6, 7, 8 3804 ROADWAY CORP. EQUITY 769742107 147 4,010 SH DEFINED 1 4,010 ROANOKE ELEC STL CORP EQUITY 769841107 48 3,507 SH DEFINED 6, 7, 8 3507 ROANOKE ELECTRIC STEEL CORP EQUITY 769841107 51 3,680 SH DEFINED 1 3,680 ROBBINS & MYERS INC EQUITY 770196103 59 2,524 SH DEFINED 6, 7, 8 2524 ROBBINS & MYERS, INC. EQUITY 770196103 62 2,635 SH DEFINED 1 2,635 ROBERT HALF INTERNATIONAL INC. EQUITY 770323103 2147 80,413 SH DEFINED 1 80,413 ROBERT HALF INTL INC EQUITY 770323103 15 550 SH DEFINED 5 550 ROBERT HALF INTL INC EQUITY 770323103 1981 74,190 SH DEFINED 6, 7, 8 74190 ROCK-TENN CO EQUITY 772739207 54 3,739 SH DEFINED 6, 7, 8 3739 ROCK-TENN CO., CLASS A EQUITY 772739207 55 3,839 SH DEFINED 1 3,839 ROCKWELL COLLINS INC EQUITY 774341101 11 570 SH DEFINED 5 570 ROCKWELL COLLINS INC EQUITY 774341101 1515 77,670 SH DEFINED 6, 7, 8 77670 ROCKWELL INTERNATIONAL CORP. EQUITY 773903109 2863 160,327 SH DEFINED 1 160,327 ROCKWELL INTL CORP NEW EQUITY 773903109 10 570 SH DEFINED 5 570 ROCKWELL INTL CORP NEW EQUITY 773903109 2763 154,710 SH DEFINED 6, 7, 8 154710 ROGERS CORP EQUITY 775133101 136 4,489 SH DEFINED 6, 7, 8 4489 ROGERS CORP. EQUITY 775133101 142 4,674 SH DEFINED 1 4,674 ROHM & HAAS CO EQUITY 775371107 24 690 SH DEFINED 5 690 ROHM & HAAS CO EQUITY 775371107 3229 93,230 SH DEFINED 6, 7, 8 93230 ROHM + HAAS CO EQUITY 775371107 5123 147,937 SH DEFINED 2 147937 ROHM AND HAAS CO. EQUITY 775371107 3450 99,632 SH DEFINED 1 99,632 ROHN INDS INC EQUITY 775381106 10 4,837 SH DEFINED 6, 7, 8 4837 ROHN INDUSTRIES, INC. EQUITY 775381106 11 5,240 SH DEFINED 1 5,240 ROLLINS INC EQUITY 775711104 815 40,742 SH DEFINED 6, 7, 8 40742 ROLLINS, INC. EQUITY 775711104 818 40,911 SH DEFINED 1 40,911 ROPER INDS INC NEW EQUITY 776696106 662 13,378 SH DEFINED 6, 7, 8 13378 ROPER INDS INC NEW COM EQUITY 776696106 31303 632,382 SH Sole 3 621582 10800 ROPER INDUSTRIES, INC. EQUITY 776696106 444 8,977 SH DEFINED 1 8,977 ROSLYN BANCORP INC EQUITY 778162107 1871 106,900 SH DEFINED 6, 7, 8 106900 ROSLYN BANCORP, INC. EQUITY 778162107 1883 107,600 SH DEFINED 1 107,600 ROSS STORES INC EQUITY 778296103 3279 102,200 SH DEFINED 6, 7, 8 102200 ROSS STORES INC EQUITY 778296103 4680 145,900 SH DEFINED 2 145900 ROSS STORES, INC. EQUITY 778296103 3298 102,817 SH DEFINED 1 102,817 ROUSE CO EQUITY 779273101 14 474 SH DEFINED 1 474 ROWAN COMPANIES, INC. EQUITY 779382100 1232 63,626 SH DEFINED 1 63,626 ROWAN COS INC EQUITY 779382100 6 290 SH DEFINED 5 290 ROWAN COS INC EQUITY 779382100 1166 60,200 SH DEFINED 6, 7, 8 60200 ROXIO INC EQUITY 780008108 86 5,223 SH DEFINED 1 5,223 ROXIO INC EQUITY 780008108 82 4,969 SH DEFINED 6, 7, 8 4969 Royal & Sun Alliance CORPBOND 78004VAB9 8041 7,564,000 PRN DEFINED 4 7,564,000 ROYAL BANCSHARES OF PENN-A EQUITY 780081105 23 1,153 SH DEFINED 1 1,153

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ROYAL BANCSHARES PA INC EQUITY 780081105 23 1,153 SH DEFINED 6, 7, 8 1153 Royal Caribbean CORPBOND 780153AG7 1407 2,000,000 PRN DEFINED 4 2,000,000 Royal Caribbean CORPBOND 780153AH5 1069 1,375,000 PRN DEFINED 4 1,375,000 Royal Caribbean CORPBOND 780153AL6 2723 3,500,000 PRN DEFINED 4 3,500,000 ROYAL CARIBBEAN CRUISES LTD EQUITY V7780T103 11 685 SH DEFINED 2 685 ROYAL CARIBBEAN CRUISES LTD EQUITY V7780T103 2158 133,200 SH DEFINED 2 133200 ROYAL DUTCH PETE CO EQUITY 780257804 325 6,640 SH DEFINED 5 6640 ROYAL DUTCH PETE CO EQUITY 780257804 45004 918,080 SH DEFINED 6, 7, 8 918080 ROYAL DUTCH PETE CO EQUITY 780257804 1000 20,392 SH DEFINED 6, 7, 8 20392 ROYAL DUTCH PETROLEUM CO. NY REG SH P EQUITY 780257804 48455 988,470 SH DEFINED 1 988,470 RPC EQUITY 749660106 56 3,182 SH DEFINED 1 3,182 RPC INC EQUITY 749660106 54 3,082 SH DEFINED 6, 7, 8 3082 RPM INC OHIO EQUITY 749685103 2264 156,581 SH DEFINED 6, 7, 8 156581 RPM INC OHIO COM EQUITY 749685103 16927 1,170,577 SH Sole 3 1151477 19100 RPM, INC. EQUITY 749685103 2287 158,193 SH DEFINED 1 158,193 RSA SEC INC EQUITY 749719100 1191 68,200 SH DEFINED 6, 7, 8 68200 RSA SECURITY INC. EQUITY 749719100 1200 68,707 SH DEFINED 1 68,707 RTI INTERNATIONAL METALS, INC. EQUITY 74973W107 69 6,920 SH DEFINED 1 6,920 RTI INTL METALS INC EQUITY 74973W107 67 6,717 SH DEFINED 6, 7, 8 6717 RUBY TUESDAY INC EQUITY 781182100 376 18,250 SH DEFINED 6, 7, 8 18250 RUBY TUESDAY, INC. EQUITY 781182100 397 19,256 SH DEFINED 1 19,256 RUDDICK CORP EQUITY 781258108 1055 65,953 SH DEFINED 6, 7, 8 65953 RUDDICK CORP. EQUITY 781258108 1061 66,348 SH DEFINED 1 66,348 RUDOLPH TECHNOLOGIES INC EQUITY 781270103 94 2,746 SH DEFINED 6, 7, 8 2746 RUDOLPH TECHNOLOGIES INC EQUITY 781270103 5007 145,900 SH DEFINED 2 145900 RUDOLPH TECHNOLOGIES INC. EQUITY 781270103 98 2,849 SH DEFINED 1 2,849 RURAL CELLULAR EQUITY 781904107 4638 56,314 SH DEFINED 1 2,161 RURAL CELLULAR CORP EQUITY 781904107 45 2,001 SH DEFINED 6, 7, 8 2001 RUSS BERRIE & CO EQUITY 782233100 89 2,962 SH DEFINED 6, 7, 8 2962 RUSS BERRIE AND CO., INC. EQUITY 782233100 93 3,103 SH DEFINED 1 3,103 RUSSELL CORP EQUITY 782352108 112 7,471 SH DEFINED 6, 7, 8 7471 RUSSELL CORP. EQUITY 782352108 118 7,874 SH DEFINED 1 7,874 RYANS FAMILY STEAK HOUSE EQUITY 783519101 212 9,782 SH DEFINED 6, 7, 8 9782 RYAN'S FAMILY STEAK HOUSES EQUITY 783519101 220 10,180 SH DEFINED 1 10,180 RYDER SYS INC EQUITY 783549108 4 190 SH DEFINED 5 190 RYDER SYS INC EQUITY 783549108 944 42,638 SH DEFINED 6, 7, 8 42638 RYDER SYSTEM, INC. EQUITY 783549108 995 44,929 SH DEFINED 1 44,929 RYERSON TULL INC NEW EQUITY 78375P107 79 7,170 SH DEFINED 6, 7, 8 7170 RYERSON TULL, INC. EQUITY 78375P107 84 7,676 SH DEFINED 1 7,676 RYLAND GROUP EQUITY 783764103 331 4,522 SH DEFINED 1 4,522 RYLAND GROUP INC EQUITY 783764103 317 4,332 SH DEFINED 6, 7, 8 4332 RYLAND GROUP INC COM EQUITY 783764103 21894 299,100 SH Sole 3 299100 S & P 500 FUTURE EQUITY 84749R100 44 1,603 SH DEFINED 1 1,603 S & T BANCORP INC EQUITY 783859101 181 7,441 SH DEFINED 6, 7, 8 7441 S J W CORP COM EQUITY 784305104 60 699 SH DEFINED 1 699 S Y BANCORP INC EQUITY 785060104 53 1,590 SH DEFINED 6, 7, 8 1590 S&T BANCORP, INC. EQUITY 783859101 190 7,828 SH DEFINED 1 7,828 S.Y. BANCORP INC EQUITY 785060104 56 1,679 SH DEFINED 1 1,679 S1 CORPORATION EQUITY 78463B101 303 18,706 SH DEFINED 1 18,706 S1 CORPORATION EQUITY 78463B101 290 17,898 SH DEFINED 6, 7, 8 17898

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SABA SOFTWARE INC EQUITY 784932105 40 7,712 SH DEFINED 1 7,712 SABA SOFTWARE INC EQUITY 784932105 196 37,499 SH DEFINED 6, 7, 8 37499 SABRE HLDGS CORP EQUITY 785905100 18 420 SH DEFINED 5 420 SABRE HLDGS CORP EQUITY 785905100 4016 94,833 SH DEFINED 6, 7, 8 94833 SABRE HOLDINGS CORP. EQUITY 785905100 3332 78,685 SH DEFINED 1 78,685 Safeco Capital I CORPBOND 786427AC8 6744 7,500,000 PRN DEFINED 4 7,500,000 SAFECO CORP EQUITY 786429100 12 400 SH DEFINED 5 400 SAFECO CORP EQUITY 786429100 1683 54,030 SH DEFINED 6, 7, 8 54030 SAFECO CORP. EQUITY 786429100 1807 58,022 SH DEFINED 1 58,022 SAFEGUARD SCIENTIFICS INC EQUITY 786449108 132 37,789 SH DEFINED 6, 7, 8 37789 SAFEGUARD SCIENTIFICS, INC. EQUITY 786449108 140 39,872 SH DEFINED 1 39,872 SAFENET INC EQUITY 78645R107 77 4,078 SH DEFINED 6, 7, 8 4078 SAFEWAY INC EQUITY 786514208 27522 659,204 SH DEFINED 1 659,204 SAFEWAY INC EQUITY 786514208 66 1,570 SH DEFINED 5 1570 SAFEWAY INC EQUITY 786514208 12703 304,260 SH DEFINED 6, 7, 8 304260 SAGA COMMUNICATIONS EQUITY 786598102 58 2,804 SH DEFINED 6, 7, 8 2804 SAGA COMMUNICATIONS, INC. CLASS A EQUITY 786598102 61 2,931 SH DEFINED 1 2,931 SAGE INC EQUITY 786632109 123 3,323 SH DEFINED 6, 7, 8 3323 SAGE INC. EQUITY 786632109 131 3,525 SH DEFINED 1 3,525 SAKS INC EQUITY 79377W108 1612 172,600 SH DEFINED 6, 7, 8 172600 SAKS INC. EQUITY 79377W108 1622 173,650 SH DEFINED 1 173,650 SALEM COMMUNICATION- CLASS A EQUITY 794093104 62 2,698 SH DEFINED 1 2,698 SALEM COMMUNICATIONS CORP EQUITY 794093104 58 2,532 SH DEFINED 6, 7, 8 2532 SALIX PHARMACEUTICALS ORD EQUITY 795435106 6381 315,100 SH Sole 3 315100 SALTON INC EQUITY 795757103 35 1,866 SH DEFINED 6, 7, 8 1866 SALTON, INC. EQUITY 795757103 38 1,995 SH DEFINED 1 1,995 SAN PAOLO-IMI S P A EQUITY 799175104 80 3,660 SH DEFINED 6, 7, 8 3660 SAN PAOLO-IMI SPA SPONSORED ADR EQUITY 799175104 80 3,660 SH DEFINED 1 3,660 SANCHEZ COMPUTER ASSOCIATES EQUITY 799702105 34 3,941 SH DEFINED 1 3,941 SANCHEZ COMPUTER ASSOCS I EQUITY 799702105 33 3,830 SH DEFINED 6, 7, 8 3830 SANDERSON FARMS INC EQUITY 800013104 32 1,519 SH DEFINED 6, 7, 8 1519 SANDERSON FARMS, INC. EQUITY 800013104 32 1,519 SH DEFINED 1 1,519 SANDISK CORP EQUITY 80004C101 1222 84,850 SH DEFINED 6, 7, 8 84850 SANDISK CORP. EQUITY 80004C101 1204 83,622 SH DEFINED 1 83,622 SANDY SPRING BANCORP INC EQUITY 800363103 140 4,409 SH DEFINED 6, 7, 8 4409 SANDY SPRING BANCORP, INC. EQUITY 800363103 146 4,581 SH DEFINED 1 4,581 SANGAMO BIOSCIENCES INC EQUITY 800677106 31 3,321 SH DEFINED 1 3,321 SANGAMO BIOSCIENCES INC EQUITY 800677106 29 3,115 SH DEFINED 6, 7, 8 3115 SANGSTAT MED CORP EQUITY 801003104 104 5,305 SH DEFINED 6, 7, 8 5305 SANGSTAT MEDICAL CORP. EQUITY 801003104 109 5,565 SH DEFINED 1 5,565 SANMINA - SCI CORP EQUITY 800907107 5000 251,262 SH DEFINED 1 251,262 SANMINA SCI CORP EQUITY 800907107 32 1,630 SH DEFINED 5 1630 SANMINA SCI CORP EQUITY 800907107 4631 232,700 SH DEFINED 6, 7, 8 232700 SANTANDER BANCORP EQUITY 802809103 54 2,758 SH DEFINED 1 2,758 SANTANDER BANCORP EQUITY 802809103 50 2,552 SH DEFINED 6, 7, 8 2552 SANYO ELEC LTD EQUITY 803038306 82 3,400 SH DEFINED 6, 7, 8 3400 SANYO ELECTRIC CO JPY50 EQUITY 803038306 82 3,400 SH DEFINED 1 3,400 SAPIENT CORP EQUITY 803062108 3 400 SH DEFINED 5 400 SAPIENT CORP EQUITY 803062108 589 76,328 SH DEFINED 6, 7, 8 76328 SAPIENT CORP. EQUITY 803062108 620 80,355 SH DEFINED 1 80,355

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SARA LEE CORP EQUITY 803111103 54 2,450 SH DEFINED 5 2450 SARA LEE CORP EQUITY 803111103 9253 416,220 SH DEFINED 6, 7, 8 416220 SARA LEE CORP. EQUITY 803111103 9671 435,027 SH DEFINED 1 435,027 SATCON TECHNOLOGY CORP EQUITY 803893106 15 2,877 SH DEFINED 6, 7, 8 2877 SATCON TECHNOLOGY GROUP EQUITY 803893106 16 3,071 SH DEFINED 1 3,071 SAUER-DANFOSS INC EQUITY 804137107 26 3,228 SH DEFINED 6, 7, 8 3228 SAUER-DANFOSS INC. EQUITY 804137107 27 3,396 SH DEFINED 1 3,396 SAUL CENTERS, INC. EQUITY 804395101 77 3,604 SH DEFINED 1 3,604 SAUL CTRS INC EQUITY 804395101 71 3,332 SH DEFINED 6, 7, 8 3332 SBA COMMUNICATIONS CORP EQUITY 78388J106 145 11,125 SH DEFINED 6, 7, 8 11125 SBA COMMUNICATIONS CORPORATION EQUITY 78388J106 151 11,631 SH DEFINED 1 11,631 SBA COMMUNICATIONS CRP COM EQUITY 78388J106 58255 4,474,308 SH Sole 3 4401708 72600 SBC COMMUNICATIONS INC EQUITY 78387G103 412 10,510 SH DEFINED 5 10510 SBC COMMUNICATIONS INC EQUITY 78387G103 68423 1,746,826 SH DEFINED 6, 7, 8 1746826 SBC COMMUNICATIONS INC EQUITY 78387G103 7723 197,178 SH DEFINED 2 197178 SBC COMMUNICATIONS, INC. EQUITY 78387G103 84150 2,148,328 SH DEFINED 1 2,148,328 SBS TECHNOLOGIES INC EQUITY 78387P103 67 4,571 SH DEFINED 1 4,571 SBS TECHNOLOGIES INC EQUITY 78387P103 63 4,355 SH DEFINED 6, 7, 8 4355 SCANA CORP EQUITY 80589M102 3568 128,203 SH DEFINED 1 128,203 SCANA CORP NEW EQUITY 80589M102 3543 127,300 SH DEFINED 6, 7, 8 127300 SCANSOURCE INC EQUITY 806037107 82 1,725 SH DEFINED 1 1,725 SCANSOURCE INC EQUITY 806037107 78 1,639 SH DEFINED 6, 7, 8 1639 SCHAWK INC EQUITY 806373106 28 2,545 SH DEFINED 6, 7, 8 2545 SCHAWK, INC. EQUITY 806373106 28 2,545 SH DEFINED 1 2,545 SCHEIN HENRY INC EQUITY 806407102 1922 51,900 SH DEFINED 6, 7, 8 51900 SCHERING PLOUGH CORP EQUITY 806605101 27 750 SH DEFINED 2 750 SCHERING PLOUGH CORP EQUITY 806605101 164 4,580 SH DEFINED 5 4580 SCHERING PLOUGH CORP EQUITY 806605101 26625 743,510 SH DEFINED 6, 7, 8 743510 SCHERING PLOUGH CORP EQUITY 806605101 10815 302,000 SH DEFINED 2 302000 SCHERING-PLOUGH CORP. EQUITY 806605101 37257 1,040,398 SH DEFINED 1 1,040,398 SCHLUMBERGER EQUITY 806857108 118 2,150 SH DEFINED 2 2150 SCHLUMBERGER LTD EQUITY 806857108 99 1,800 SH DEFINED 5 1800 SCHLUMBERGER LTD EQUITY 806857108 15034 273,590 SH DEFINED 6, 7, 8 273590 SCHLUMBERGER, LTD. EQUITY 806857108 15779 287,151 SH DEFINED 1 287,151 SCHOLASTIC CORP EQUITY 807066105 2579 51,238 SH DEFINED 6, 7, 8 51238 SCHOLASTIC CORP. EQUITY 807066105 2597 51,602 SH DEFINED 1 51,602 SCHOOL SPECIALTY INC EQUITY 807863105 215 9,395 SH DEFINED 6, 7, 8 9395 SCHOOL SPECIALTY, INC. EQUITY 807863105 114 4,975 SH DEFINED 1 4,975 SCHULER HOMES INC EQUITY 808188106 192 9,656 SH DEFINED 6, 7, 8 9656 SCHULER HOMES INC COM EQUITY 808188106 201 10,107 SH DEFINED 1 10,107 SCHULMAN A INC EQUITY 808194104 613 44,879 SH DEFINED 6, 7, 8 44879 SCHULMAN, A. INC. EQUITY 808194104 619 45,363 SH DEFINED 1 45,363 SCHWAB CHARLES CORP EQUITY 808513105 14208 918,400 SH DEFINED 2 918400 SCHWAB CHARLES CORP NEW EQUITY 808513105 66 4,270 SH DEFINED 5 4270 SCHWAB CHARLES CORP NEW EQUITY 808513105 8940 577,880 SH DEFINED 6, 7, 8 577880 SCHWEITZER-MAUDUIT INC. EQUITY 808541106 117 4,934 SH DEFINED 1 4,934 SCHWEITZER-MAUDUIT INTL I EQUITY 808541106 113 4,765 SH DEFINED 6, 7, 8 4765 SCICLONE PHARMACEUTICALS EQUITY 80862K104 27 9,154 SH DEFINED 6, 7, 8 9154 SCICLONE PHARMACEUTICALS, INC. EQUITY 80862K104 29 9,505 SH DEFINED 1 9,505 SCIENTIFIC ATLANTA INC EQUITY 808655104 12 490 SH DEFINED 5 490

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SCIENTIFIC ATLANTA INC EQUITY 808655104 2073 86,610 SH DEFINED 6, 7, 8 86610 SCIENTIFIC GAMES CORP EQUITY 80874P109 40 4,584 SH DEFINED 6, 7, 8 4584 SCIENTIFIC GAMES CORP A EQUITY 80874P109 40 4,584 SH DEFINED 1 4,584 SCIENTIFIC-ATLANTA, INC. EQUITY 808655104 2212 92,381 SH DEFINED 1 92,381 SCIOS INC EQUITY 808905103 310 13,033 SH DEFINED 6, 7, 8 13033 SCIOS INC EQUITY 808905103 2377 100,000 SH DEFINED 2 100000 SCIOS NOVA INC. EQUITY 808905103 326 13,702 SH DEFINED 1 13,702 SCM MICROSYSTEMS INC EQUITY 784018103 72 4,928 SH DEFINED 6, 7, 8 4928 SCM MICROSYSTEMS, INC. EQUITY 784018103 75 5,118 SH DEFINED 1 5,118 SCOTTISH ANNUITY&LIFE ORD EQUITY G7885T104 10081 521,000 SH Sole 3 521000 SCOTTS CO EQUITY 810186106 227 4,773 SH DEFINED 6, 7, 8 4773 SCOTTS CO. EQUITY 810186106 238 5,003 SH DEFINED 1 5,003 SCP POOL CORP EQUITY 784028102 155 5,642 SH DEFINED 6, 7, 8 5642 SCP POOL CORPORATION EQUITY 784028102 163 5,954 SH DEFINED 1 5,954 SCPIE HLDGS INC EQUITY 78402P104 83 2,831 SH DEFINED 6, 7, 8 2831 SCPIE HOLDINGS, INC. EQUITY 78402P104 86 2,931 SH DEFINED 1 2,931 SCRIPPS CO EQUITY 811054204 1337 20,263 SH DEFINED 1 20,263 SCRIPPS E W CO OHIO EQUITY 811054204 1319 19,980 SH DEFINED 6, 7, 8 19980 SEABOARD CORP EQUITY 811543107 35 114 SH DEFINED 6, 7, 8 114 SEABOARD CORP. EQUITY 811543107 35 114 SH DEFINED 1 114 SEACHANGE INTERNATIONAL, INC. EQUITY 811699107 177 5,202 SH DEFINED 1 5,202 SEACHANGE INTL INC EQUITY 811699107 169 4,954 SH DEFINED 6, 7, 8 4954 SEACHANGE INTL INC COM EQUITY 811699107 8257 242,000 SH Sole 3 242000 SEACOAST BKG CORP FLA EQUITY 811707108 54 1,164 SH DEFINED 6, 7, 8 1164 SEACOAST FINANCIAL SERVICES CO EQUITY 81170Q106 142 8,276 SH DEFINED 1 8,276 SEACOAST FINL SVCS CORP EQUITY 81170Q106 136 7,959 SH DEFINED 6, 7, 8 7959 SEACOR SMIT INC EQUITY 811904101 488 10,521 SH DEFINED 6, 7, 8 10521 SEACOR SMIT, INC. EQUITY 811904101 263 5,669 SH DEFINED 1 5,669 SEACOST BANKING CORP FLA A EQUITY 811707108 54 1,164 SH DEFINED 1 1,164 SEALED AIR CORP EQUITY 81211K100 1570 38,466 SH DEFINED 1 38,466 SEALED AIR CORP NEW EQUITY 81211K100 11 260 SH DEFINED 5 260 SEALED AIR CORP NEW EQUITY 81211K100 1445 35,410 SH DEFINED 6, 7, 8 35410 SEARS ROEBUCK & CO EQUITY 812387108 10492 220,243 SH DEFINED 1 220,243 SEARS ROEBUCK & CO EQUITY 812387108 48 1,010 SH DEFINED 5 1010 SEARS ROEBUCK & CO EQUITY 812387108 10131 212,648 SH DEFINED 6, 7, 8 212648 SEARS ROEBUCK & CO COM EQUITY 812387108 3811 80,000 SH Sole 3 80000 SEATTLE GENETICS INC EQUITY 812578102 11 1,996 SH DEFINED 6, 7, 8 1996 SEATTLE GENETICS INC WA EQUITY 812578102 11 1,996 SH DEFINED 1 1,996 SECOND BANCORP INC EQUITY 813114105 61 2,806 SH DEFINED 6, 7, 8 2806 SECOND BANCORP, INC. EQUITY 813114105 65 3,010 SH DEFINED 1 3,010 SECURE COMPUTING CORP EQUITY 813705100 177 8,598 SH DEFINED 1 8,598 SECURE COMPUTING CORP EQUITY 813705100 167 8,118 SH DEFINED 6, 7, 8 8118 SECURE COMPUTING CORP COM EQUITY 813705100 4948 240,800 SH Sole 3 240800 SECURITY CAP GROUP INC EQUITY 81413P105 248 196 SH DEFINED 6 196 SECURITY CAP GRP INC COM CL A EQUITY 81413P105 248 196 SH DEFINED 1 196 SECURITY CAPITAL GRO EQUITY 81413P204 13 512 SH DEFINED 1 512 SEEBEYOND TECHNOLOGIES CO EQUITY 815704101 78 8,059 SH DEFINED 6, 7, 8 8059 SEEBEYOND TECHNOLOGY CORP. EQUITY 815704101 85 8,714 SH DEFINED 1 8,714 SEI INVESTMENTS CO EQUITY 784117103 5918 131,200 SH DEFINED 6, 7, 8 131200 SEI INVESTMENTS CO. EQUITY 784117103 5958 132,088 SH DEFINED 1 132,088

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SEITEL INC EQUITY 816074306 87 6,408 SH DEFINED 6, 7, 8 6408 SEITEL, INC. EQUITY 816074306 90 6,608 SH DEFINED 1 6,608 SELECT MEDICAL CORP EQUITY 816196109 46 2,833 SH DEFINED 1 2,833 SELECT MEDICAL CORP EQUITY 816196109 43 2,682 SH DEFINED 6, 7, 8 2682 SELECT MEDICAL CORP COM EQUITY 816196109 10050 625,000 SH Sole 3 625000 SELECTICA INC EQUITY 816288104 34 5,681 SH DEFINED 1 5,681 SELECTICA INC EQUITY 816288104 33 5,503 SH DEFINED 6, 7, 8 5503 SELECTIVE INS GROUP INC EQUITY 816300107 178 8,169 SH DEFINED 6, 7, 8 8169 SELECTIVE INSURANCE GROUP, INC EQUITY 816300107 184 8,479 SH DEFINED 1 8,479 SEMCO ENERGY INC EQUITY 78412D109 62 5,807 SH DEFINED 6, 7, 8 5807 SEMCO ENERGY, INC. EQUITY 78412D109 65 6,027 SH DEFINED 1 6,027 SEMITOOL INC EQUITY 816909105 51 4,425 SH DEFINED 6, 7, 8 4425 SEMITOOL, INC. EQUITY 816909105 53 4,599 SH DEFINED 1 4,599 SEMPRA ENERGY EQUITY 816851109 3477 114,324 SH DEFINED 1 94,114 SEMPRA ENERGY EQUITY 816851109 16 650 SH DEFINED 5 650 SEMPRA ENERGY EQUITY 816851109 2151 87,600 SH DEFINED 6, 7, 8 87600 SEMTECH CORP EQUITY 816850101 3048 85,400 SH DEFINED 6, 7, 8 85400 SEMTECH CORP. EQUITY 816850101 3078 86,231 SH DEFINED 1 86,231 SENIOR HOUSING PROP TRUST EQUITY 81721M109 2507 180,196 SH DEFINED 1 180,196 SENIOR HOUSING PROP TRUST EQUITY 81721M109 6157 442,600 SH Sole 3 374200 68400 SENIOR HSG PPTYS TR EQUITY 81721M109 95 6,831 SH DEFINED 6, 7, 8 6831 SENSIENT TECHNOLOGIES COR EQUITY 81725T100 1512 72,653 SH DEFINED 6, 7, 8 72653 SENSIENT TECHNOLOGIES CORP. EQUITY 81725T100 1525 73,297 SH DEFINED 1 73,297 SEPRACOR INC EQUITY 817315104 5504 96,460 SH DEFINED 6, 7, 8 96460 SEPRACOR, INC. EQUITY 817315104 5563 97,493 SH DEFINED 1 97,493 SEQUA CORP CLASS A EQUITY 817320104 654 13,757 SH DEFINED 1 13,757 SEQUA CORPORATION EQUITY 817320104 651 13,709 SH DEFINED 6, 7, 8 13709 SEQUENOM INC EQUITY 817337108 58 5,428 SH DEFINED 6, 7, 8 5428 SEQUENOM, INC. EQUITY 817337108 65 6,107 SH DEFINED 1 6,107 SERENA SOFTWARE INC EQUITY 817492101 98 4,507 SH DEFINED 6, 7, 8 4507 SERENA SOFTWARE, INC. EQUITY 817492101 102 4,703 SH DEFINED 1 4,703 SEROLOGICALS CORP EQUITY 817523103 175 8,144 SH DEFINED 6, 7, 8 8144 SEROLOGICALS CORP. EQUITY 817523103 118 5,489 SH DEFINED 1 5,489 SERONO SA EQUITY 81752M101 5714 257,500 SH DEFINED 2 257500 SERVICE CORP INTERNATIONAL EQUITY 817565104 12 2,306 SH DEFINED 1 2,306 SERVICEMASTER COMPAN EQUITY 81760N109 32 2,312 SH DEFINED 1 2,312 SFBC INTL INC COM EQUITY 784121105 2050 100,000 SH Sole 3 100000 SHAW GROUP INC EQUITY 820280105 12 506 SH DEFINED 1 506 SHERWIN WILLIAMS CO EQUITY 824348106 13 480 SH DEFINED 5 480 SHERWIN WILLIAMS CO EQUITY 824348106 3151 114,590 SH DEFINED 6, 7, 8 114590 SHERWIN WILLIAMS CO EQUITY 824348106 5659 205,792 SH DEFINED 2 205792 SHERWIN-WILLIAMS CO. EQUITY 824348106 1925 70,007 SH DEFINED 1 70,007 SHOPKO STORES INC EQUITY 824911101 82 8,663 SH DEFINED 6, 7, 8 8663 SHOPKO STORES, INC. EQUITY 824911101 85 8,963 SH DEFINED 1 8,963 SHUFFLE MASTER INC EQUITY 825549108 81 5,192 SH DEFINED 6, 7, 8 5192 SHUFFLE MASTER, INC. EQUITY 825549108 87 5,547 SH DEFINED 1 5,547 SHURGARD STORAGE CENTERS, INC. CLASS EQUITY 82567D104 322 10,066 SH DEFINED 1 10,066 SHURGARD STORAGE CTRS INC EQUITY 82567D104 308 9,619 SH DEFINED 6, 7, 8 9619 SICOR INC EQUITY 825846108 14 894 SH DEFINED 1 894 SIDERCA S.A.I.C ADR EQUITY 825863103 313 20,900 SH DEFINED 1 20,900

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SIEBEL SYS INC EQUITY 826170102 41 1,450 SH DEFINED 5 1450 SIEBEL SYS INC EQUITY 826170102 5808 207,590 SH DEFINED 6, 7, 8 207590 SIEBEL SYS INC EQUITY 826170102 29315 1,047,725 SH DEFINED 2 1047725 SIEBEL SYSTEMS, INC. EQUITY 826170102 6119 218,697 SH DEFINED 1 218,697 SIERRA HEALTH SERVICES, INC. EQUITY 826322109 67 8,216 SH DEFINED 1 8,216 SIERRA HEALTH SVCS INC EQUITY 826322109 63 7,768 SH DEFINED 6, 7, 8 7768 SIERRA PAC RES NEW EQUITY 826428104 3517 233,719 SH DEFINED 6, 7, 8 233719 SIERRA PAC RES NEW EQUITY 826428104 2483 165,000 SH DEFINED 2 165000 SIERRA PACIFIC RESOURCES EQUITY 826428104 2670 177,417 SH DEFINED 1 177,417 SIGMA ALDRICH CORP EQUITY 826552101 9 230 SH DEFINED 5 230 SIGMA ALDRICH CORP EQUITY 826552101 2828 71,770 SH DEFINED 6, 7, 8 71770 SIGMA ALDRICH CORP. EQUITY 826552101 2921 74,116 SH DEFINED 1 74,116 SIGNALSOFT CORP EQUITY 82668M102 26 5,876 SH DEFINED 1 5,876 SIGNALSOFT CORP EQUITY 82668M102 25 5,614 SH DEFINED 6, 7, 8 5614 SILGAN HOLDINGS INC EQUITY 827048109 82 3,130 SH DEFINED 6, 7, 8 3130 SILGAN HOLDINGS, INC. EQUITY 827048109 86 3,302 SH DEFINED 1 3,302 SILICON GRAPHICS INC EQUITY 827056102 130 61,982 SH DEFINED 6, 7, 8 61982 SILICON GRAPHICS, INC. EQUITY 827056102 135 64,432 SH DEFINED 1 64,432 SILICON IMAGE INC EQUITY 82705T102 62 16,507 SH DEFINED 1 16,507 SILICON IMAGE INC EQUITY 82705T102 109 29,086 SH DEFINED 6, 7, 8 29086 SILICON LABORATORIES INC EQUITY 826919102 90 2,660 SH DEFINED 1 2,660 SILICON LABORATORIES INC EQUITY 826919102 84 2,495 SH DEFINED 6, 7, 8 2495 SILICON STORAGE TECHNOLOG EQUITY 827057100 254 26,317 SH DEFINED 6, 7, 8 26317 SILICON STORAGE TECHNOLOGY EQUITY 827057100 222 22,996 SH DEFINED 1 22,996 SILICON VALLEY BANCSHARES EQUITY 827064106 2303 86,159 SH DEFINED 1 86,159 SILICON VY BANCSHARES EQUITY 827064106 2288 85,590 SH DEFINED 6, 7, 8 85590 SILICONIX INC EQUITY 827079203 46 1,681 SH DEFINED 6, 7, 8 1681 SILICONIX, INC. EQUITY 827079203 47 1,719 SH DEFINED 1 1,719 SIMMONS 1ST NATL CORP EQUITY 828730200 74 2,310 SH DEFINED 6, 7, 8 2310 SIMMONS FIRST NATIONAL CORP. EQUITY 828730200 78 2,418 SH DEFINED 1 2,418 SIMON PPTY GROUP EQUITY 828806109 37007 1,261,750 SH Sole 3 1097150 164600 SIMON PROPERTY GROUP INC EQUITY 828806109 31 1,071 SH DEFINED 1 1,071 SIMPLEX SOLUTIONS INC EQUITY 828854109 22 1,324 SH DEFINED 1 1,324 SIMPLEX SOLUTIONS INC EQUITY 828854109 107 6,307 SH DEFINED 6, 7, 8 6307 SIMPSON MANUFACTURING CO EQUITY 829073105 123 2,142 SH DEFINED 6, 7, 8 2142 SIMPSON MANUFACTURING CO. EQUITY 829073105 128 2,232 SH DEFINED 1 2,232 SINCLAIR BROADCAST GROUP EQUITY 829226109 74 7,822 SH DEFINED 6, 7, 8 7822 SINCLAIR BROADCAST GROUP, INC. EQUITY 829226109 78 8,251 SH DEFINED 1 8,251 SIPEX CORP EQUITY 829909100 98 7,655 SH DEFINED 6, 7, 8 7655 SIPEX CORP. EQUITY 829909100 102 7,917 SH DEFINED 1 7,917 SIRENZA MICRODEVICES INC EQUITY 82966T106 18 2,894 SH DEFINED 6, 7, 8 2894 SIRIUS SATELLITE RADIO IN EQUITY 82966U103 158 13,604 SH DEFINED 6, 7, 8 13604 SIRIUS SATELLITE RADIO INC. EQUITY 82966U103 166 14,304 SH DEFINED 1 14,304 SITEL CORP EQUITY 82980K107 43 18,018 SH DEFINED 6, 7, 8 18018 SITEL CORP. EQUITY 82980K107 45 18,572 SH DEFINED 1 18,572 SIX FLAGS INC EQUITY 83001P109 1892 123,025 SH DEFINED 6, 7, 8 123025 SIX FLAGS, INC EQUITY 83001P109 1739 113,047 SH DEFINED 1 113,047 SJW CORP EQUITY 784305104 55 645 SH DEFINED 6, 7, 8 645 SK TELECOM CO LTD-ADR EQUITY 78440P108 411 19,000 SH DEFINED 1 19,000 SKECHERS U S A INC EQUITY 830566105 152 10,384 SH DEFINED 6, 7, 8 10384

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SKECHERS USA INC. CL-A EQUITY 830566105 73 4,992 SH DEFINED 1 4,992 SKILLSOFT CORP EQUITY 83066P101 38 1,473 SH DEFINED 6, 7, 8 1473 SKILLSOFT CORP COM EQUITY 83066P101 21728 838,284 SH Sole 3 825884 12400 SKILLSOFT CORPORATION EQUITY 83066P101 40 1,540 SH DEFINED 1 1,540 SKY FINANCIAL GROUP EQUITY 83080P103 11 564 SH DEFINED 1 564 SKYLINE CORP EQUITY 830830105 65 2,005 SH DEFINED 6, 7, 8 2005 SKYLINE CORP. EQUITY 830830105 68 2,105 SH DEFINED 1 2,105 SKYWEST INC EQUITY 830879102 16 630 SH DEFINED 1 630 SKYWEST INC EQUITY 830879102 5456 214,400 SH DEFINED 2 214400 SL GREEN REALTY CORP. EQUITY 78440X101 266 8,675 SH DEFINED 1 8,675 SL GREEN RLTY CORP EQUITY 78440X101 463 15,064 SH DEFINED 6, 7, 8 15064 SL GREEN RLTY CORP COM EQUITY 78440X101 8660 282,000 SH Sole 3 239700 42300 SLI INC EQUITY 78442T108 20 7,645 SH DEFINED 6, 7, 8 7645 SLI, INC EQUITY 78442T108 20 7,831 SH DEFINED 1 7,831 SMART & FINAL INC EQUITY 831683107 39 3,782 SH DEFINED 6, 7, 8 3782 SMART & FINAL, INC., EQUITY 831683107 41 3,945 SH DEFINED 1 3,945 SMARTFORCE PUB LTD CO EQUITY 83170A206 316 12,750 SH DEFINED 6, 7, 8 12750 SMITH A O EQUITY 831865209 62 3,205 SH DEFINED 6, 7, 8 3205 SMITH INTERNATIONAL, INC. EQUITY 832110100 3253 60,662 SH DEFINED 1 60,662 SMITH INTL INC EQUITY 832110100 3217 60,000 SH DEFINED 6, 7, 8 60000 SMITH, A.O. CORP. EQUITY 831865209 67 3,422 SH DEFINED 1 3,422 SMITHFIELD FOODS INC EQUITY 832248108 3008 136,470 SH DEFINED 1 136,470 SMITHFIELD FOODS INC EQUITY 832248108 2989 135,600 SH DEFINED 6, 7, 8 135600 SMUCKER J M CO EQUITY 832696306 1259 35,583 SH DEFINED 6, 7, 8 35583 SMUCKER, J.M. CO. EQUITY 832696306 1268 35,826 SH DEFINED 1 35,826 SMURFIT-STONE CONTAINER C EQUITY 832727101 245 15,360 SH DEFINED 6, 7, 8 15360 SMURFIT-STONE CONTAINER CORP. EQUITY 832727101 21257 1,331,065 SH DEFINED 1 1,331,065 SNAP ON INC EQUITY 833034101 6 180 SH DEFINED 5 180 SNAP ON INC EQUITY 833034101 823 24,460 SH DEFINED 6, 7, 8 24460 SNAP-ON, INC. EQUITY 833034101 883 26,238 SH DEFINED 1 26,238 SOC QUIMICA Y MINERA CHIL-SPON ADR EQUITY 833635105 707 30,330 SH DEFINED 1 30,330 SOLA INTERNATIONAL, INC. EQUITY 834092108 149 7,665 SH DEFINED 1 7,665 SOLA INTL INC EQUITY 834092108 141 7,261 SH DEFINED 6, 7, 8 7261 SOLECTRON CORP EQUITY 834182107 29 2,570 SH DEFINED 5 2570 SOLECTRON CORP EQUITY 834182107 3914 347,010 SH DEFINED 6, 7, 8 347010 SOLECTRON CORP EQUITY 834182107 1960 173,800 SH DEFINED 2 173800 SOLECTRON CORP. EQUITY 834182107 4132 366,334 SH DEFINED 1 366,334 SOLUTIA INC EQUITY 834376105 1775 126,600 SH DEFINED 6, 7, 8 126600 SOLUTIA, INC. EQUITY 834376105 1790 127,656 SH DEFINED 1 127,656 SOMERA COMMUNICATION EQUITY 834458101 64 8,486 SH DEFINED 6, 7, 8 8486 SOMERA COMMUNICATIONS INC EQUITY 834458101 66 8,778 SH DEFINED 1 8,778 SONG NETWORKS HLDG AKTIR ADR EQUITY 83544Q101 169 140,901 SH DEFINED 1 140,901 SONIC AUTOMOTIVE INC EQUITY 83545G102 181 7,715 SH DEFINED 1 7,715 SONIC AUTOMOTIVE INC EQUITY 83545G102 173 7,391 SH DEFINED 6, 7, 8 7391 SONIC CORP EQUITY 835451105 358 9,956 SH DEFINED 6, 7, 8 9956 SONIC CORP COM EQUITY 835451105 17239 478,869 SH Sole 3 471969 6900 SONIC CORP. EQUITY 835451105 228 6,328 SH DEFINED 1 6,328 SONICBLUE INC EQUITY 83546Q109 112 27,788 SH DEFINED 1 27,788 SONICBLUE INC EQUITY 83546Q109 108 26,635 SH DEFINED 6, 7, 8 26635 SONICWALL INC EQUITY 835470105 254 13,063 SH DEFINED 1 13,063

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SONICWALL INC EQUITY 835470105 431 22,154 SH DEFINED 6, 7, 8 22154 SONOCO PRODS CO EQUITY 835495102 3086 116,100 SH DEFINED 6, 7, 8 116100 SONOCO PRODUCTS CO. EQUITY 835495102 3106 116,844 SH DEFINED 1 116,844 SONOSIGHT, INC. EQUITY 83568G104 85 3,299 SH DEFINED 1 3,299 SONOSITE INC EQUITY 83568G104 81 3,143 SH DEFINED 6, 7, 8 3143 SONUS NETWORKS INC EQUITY 835916107 9 1,880 SH DEFINED 1 1,880 SORRENTO NETWORKS EQUITY 83586Q100 15 4,250 SH DEFINED 1 4,250 SORRENTO NETWORKS CORP EQUITY 83586Q100 15 4,045 SH DEFINED 6, 7, 8 4045 SOTHEBYS HLDGS INC EQUITY 835898107 1333 80,278 SH DEFINED 6, 7, 8 80278 SOTHEBY'S HOLDINGS, INC. CLASS A EQUITY 835898107 1339 80,616 SH DEFINED 1 80,616 SOUNDVIEW TECHNOLOGY GROU EQUITY 83611Q109 40 17,089 SH DEFINED 6, 7, 8 17089 SOUNDVIEW TECHNOLOGY GROUP EQUITY 83611Q109 42 17,971 SH DEFINED 1 17,971 SOUTH FINANCIAL GROUP INC. EQUITY 837841105 254 14,294 SH DEFINED 1 14,294 SOUTH FINL GROUP INC EQUITY 837841105 243 13,708 SH DEFINED 6, 7, 8 13708 SOUTH JERSEY INDS INC EQUITY 838518108 123 3,778 SH DEFINED 6, 7, 8 3778 SOUTH JERSEY INDUSTRIES, INC. EQUITY 838518108 128 3,925 SH DEFINED 1 3,925 SOUTHERN CO EQUITY 842587107 27025 1,066,088 SH DEFINED 1 1,066,088 SOUTHERN CO EQUITY 842587107 55 2,170 SH DEFINED 5 2170 SOUTHERN CO EQUITY 842587107 7450 293,900 SH DEFINED 6, 7, 8 293900 SOUTHERN PERU COPPER CORP EQUITY 843611104 54 4,526 SH DEFINED 6, 7, 8 4526 SOUTHERN PERU COPPER CORP. EQUITY 843611104 58 4,867 SH DEFINED 1 4,867 SOUTHERN UN CO NEW EQUITY 844030106 206 10,912 SH DEFINED 6, 7, 8 10912 SOUTHERN UNION CO. EQUITY 844030106 214 11,363 SH DEFINED 1 11,363 SOUTHTRUST CORP EQUITY 844730101 26 1,070 SH DEFINED 5 1070 SOUTHTRUST CORP EQUITY 844730101 4660 188,900 SH DEFINED 6, 7, 8 188900 SOUTHTRUST CORP. EQUITY 844730101 3840 155,649 SH DEFINED 1 155,649 SOUTHWEST AIRLINES CO. EQUITY 844741108 6645 359,590 SH DEFINED 1 359,590 SOUTHWEST AIRLS CO EQUITY 844741108 44 2,390 SH DEFINED 5 2390 SOUTHWEST AIRLS CO EQUITY 844741108 6312 341,580 SH DEFINED 6, 7, 8 341580 SOUTHWEST AIRLS CO EQUITY 844741108 7551 408,600 SH DEFINED 2 408600 SOUTHWEST BANCORPORATION EQUITY 84476R109 382 12,635 SH DEFINED 6, 7, 8 12635 SOUTHWEST BANCORPORATION OF TX EQUITY 84476R109 248 8,202 SH DEFINED 1 8,202 SOUTHWEST GAS CORP EQUITY 844895102 219 9,789 SH DEFINED 1 9,789 SOUTHWEST GAS CORP EQUITY 844895102 209 9,364 SH DEFINED 6, 7, 8 9364 Southwestern Elec CORPBOND 845437AT9 4768 5,000,000 PRN DEFINED 4 5,000,000 SOUTHWESTERN ENERGY CO EQUITY 845467109 76 7,284 SH DEFINED 6, 7, 8 7284 SOUTHWESTERN ENERGY CO. EQUITY 845467109 78 7,544 SH DEFINED 1 7,544 SOVEREIGN BANCORP INC EQUITY 845905108 3674 300,200 SH DEFINED 6, 7, 8 300200 SOVEREIGN BANCORP, INC. EQUITY 845905108 3698 302,123 SH DEFINED 1 302,123 SOVRAN SELF STORAGE INC EQUITY 84610H108 123 3,952 SH DEFINED 6, 7, 8 3952 SOVRAN SELF STORAGE, INC. EQUITY 84610H108 128 4,109 SH DEFINED 1 4,109 SPANISH BROADCASTING SYS EQUITY 846425882 111 11,222 SH DEFINED 6, 7, 8 11222 SPANISH BROADCASTING SYS, INC. CLASS EQUITY 846425882 117 11,785 SH DEFINED 1 11,785 SPARTAN STORES INC EQUITY 846822104 80 6,663 SH DEFINED 1 6,663 SPARTAN STORES INC EQUITY 846822104 76 6,352 SH DEFINED 6, 7, 8 6352 SPARTECH CORP EQUITY 847220209 88 4,287 SH DEFINED 6, 7, 8 4287 SPARTECH CORP. EQUITY 847220209 93 4,513 SH DEFINED 1 4,513 SPECIALTY LABORATORIES I EQUITY 84749R100 42 1,520 SH DEFINED 6, 7, 8 1520 SPECTRALINK CORP EQUITY 847580107 77 4,510 SH DEFINED 1 4,510 SPECTRALINK CORP EQUITY 847580107 73 4,264 SH DEFINED 6, 7, 8 4264

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SPECTRASITE HLDGS INC EQUITY 84760T100 73 20,438 SH DEFINED 6, 7, 8 20438 SPECTRASITE HOLDINGS, INC. EQUITY 84760T100 76 21,136 SH DEFINED 1 21,136 SPECTRIAN CORP EQUITY 847608106 41 3,721 SH DEFINED 6, 7, 8 3721 SPECTRIAN CORP. EQUITY 847608106 43 3,920 SH DEFINED 1 3,920 SPEECHWORKS INTERNATIONAL EQUITY 84764M101 82 7,262 SH DEFINED 1 7,262 SPEECHWORKS INTL INC EQUITY 84764M101 78 6,937 SH DEFINED 6, 7, 8 6937 SPEECHWORKS INTL INC COM EQUITY 84764M101 7425 660,000 SH Sole 3 660000 SPEEDWAY MOTORSPORTS EQUITY 847788106 103 4,064 SH DEFINED 1 4,064 SPEEDWAY MOTORSPORTS INC EQUITY 847788106 99 3,919 SH DEFINED 6, 7, 8 3919 SPHERION CORP EQUITY 848420105 165 16,880 SH DEFINED 6, 7, 8 16880 SPHERION CORPORATION EQUITY 848420105 171 17,549 SH DEFINED 1 17,549 SPIEGEL INC EQUITY 848457107 21 4,517 SH DEFINED 6, 7, 8 4517 SPIEGEL, INC. CLASS A EQUITY 848457107 21 4,682 SH DEFINED 1 4,682 SPINNAKER EXPL CO EQUITY 84855W109 586 14,240 SH DEFINED 6, 7, 8 14240 SPINNAKER EXPL CO COM EQUITY 84855W109 6952 168,900 SH Sole 3 168900 SPINNAKER EXPLORATION CO EQUITY 84855W109 239 5,807 SH DEFINED 1 5,807 SPORTS RESORTS INTL INC EQUITY 84918U108 58 7,484 SH DEFINED 1 7,484 SPORTS RESORTS INTL INC EQUITY 84918U108 54 6,990 SH DEFINED 6, 7, 8 6990 SPRINT CORP EQUITY 852061100 56 2,770 SH DEFINED 5 2770 SPRINT CORP EQUITY 852061506 75 3,080 SH DEFINED 5 3080 SPRINT CORP EQUITY 852061100 8348 415,750 SH DEFINED 6, 7, 8 415750 SPRINT CORP EQUITY 852061506 11876 486,528 SH DEFINED 6, 7, 8 486528 SPRINT CORP EQUITY 852061100 3867 192,600 SH DEFINED 2 192600 SPRINT CORP. FON GROUP EQUITY 852061100 8768 436,629 SH DEFINED 1 436,629 SPRINT CORP. PCS GROUP EQUITY 852061506 27869 1,141,686 SH DEFINED 1 1,141,686 SPS TECHNOLOGIES INC EQUITY 784626103 107 3,077 SH DEFINED 6, 7, 8 3077 SPS TECHNOLOGIES, INC. EQUITY 784626103 111 3,188 SH DEFINED 1 3,188 SPSS INC EQUITY 78462K102 54 3,030 SH DEFINED 6, 7, 8 3030 SPSS, INC. EQUITY 78462K102 56 3,132 SH DEFINED 1 3,132 SPX CORP EQUITY 784635104 8426 61,550 SH DEFINED 6, 7, 8 61550 SPX CORP EQUITY 784635104 11595 84,700 SH DEFINED 2 84700 SPX CORP. EQUITY 784635104 23221 169,621 SH DEFINED 1 169,621 SRI/SURGICAL EXPRESS INC EQUITY 78464W104 10 614 SH DEFINED 1 614 SRI/SURGICAL EXPRESS INC EQUITY 78464W104 9 550 SH DEFINED 6, 7, 8 550 ST FRANCIS CAP CORP EQUITY 789374105 55 2,374 SH DEFINED 6, 7, 8 2374 ST FRANCIS CAPITAL CORP. EQUITY 789374105 55 2,374 SH DEFINED 1 2,374 ST JUDE MED INC EQUITY 790849103 21 270 SH DEFINED 5 270 ST JUDE MED INC EQUITY 790849103 5793 74,600 SH DEFINED 6, 7, 8 74600 ST JUDE MED INC EQUITY 790849103 9450 121,700 SH DEFINED 2 121700 ST JUDE MEDICAL, INC. EQUITY 790849103 6040 77,789 SH DEFINED 1 77,789 ST MARY LD & EXPL CO EQUITY 792228108 178 8,400 SH DEFINED 6, 7, 8 8400 ST PAUL COS INC EQUITY 792860108 29 650 SH DEFINED 5 650 ST PAUL COS INC EQUITY 792860108 4599 104,600 SH DEFINED 6, 7, 8 104600 ST. MARY LAND & EXPLORATION EQUITY 792228108 186 8,781 SH DEFINED 1 8,781 ST. PAUL COMPANIES, INC. EQUITY 792860108 4143 94,214 SH DEFINED 1 94,214 STAAR SURGICAL CO EQUITY 852312305 26 6,825 SH DEFINED 6, 7, 8 6825 STAMPS COM INC EQUITY 852857101 40 11,266 SH DEFINED 6, 7, 8 11266 STAMPS.COM INC EQUITY 852857101 43 11,886 SH DEFINED 1 11,886 STANCORP FINANCIAL GROUP, INC. EQUITY 852891100 2201 46,590 SH DEFINED 1 46,590 STANCORP FINL GROUP INC EQUITY 852891100 2180 46,132 SH DEFINED 6, 7, 8 46132

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ STANDARD & POOR'S DEPOSITARY SPDR EQUITY 78462F103 3898 34,104 SH DEFINED 1 34,104 STANDARD COML CORP EQUITY 853258101 54 3,273 SH DEFINED 6, 7, 8 3273 STANDARD COML CORP. COM EQUITY 853258101 57 3,465 SH DEFINED 1 3,465 STANDARD MICROSYSTEMS COR EQUITY 853626109 73 4,693 SH DEFINED 6, 7, 8 4693 STANDARD MICROSYSTEMS CORP. EQUITY 853626109 75 4,853 SH DEFINED 1 4,853 STANDARD MOTOR PRODUCTS, INC. EQUITY 853666105 32 2,298 SH DEFINED 1 2,298 STANDARD MTR PRODS INC EQUITY 853666105 32 2,298 SH DEFINED 6, 7, 8 2298 STANDARD PAC CORP NEW EQUITY 85375C101 204 8,378 SH DEFINED 6, 7, 8 8378 STANDARD PACIFIC CORP. EQUITY 85375C101 213 8,776 SH DEFINED 1 8,776 STANDARD REGISTER CO EQUITY 853887107 79 4,245 SH DEFINED 6, 7, 8 4245 STANDARD REGISTER CO. EQUITY 853887107 80 4,329 SH DEFINED 1 4,329 STANDEX INTERNATIONAL CORP. EQUITY 854231107 79 3,650 SH DEFINED 1 3,650 STANDEX INTL CORP EQUITY 854231107 77 3,523 SH DEFINED 6, 7, 8 3523 STANFORD MICRODEVICES INC EQUITY 82966T106 18 2,933 SH DEFINED 1 2,933 STANLEY FURNITURE CO INC EQUITY 854305208 42 1,762 SH DEFINED 1 1,762 STANLEY FURNITURE INC EQUITY 854305208 39 1,620 SH DEFINED 6, 7, 8 1620 STANLEY WKS EQUITY 854616109 13 270 SH DEFINED 5 270 STANLEY WKS EQUITY 854616109 2148 46,120 SH DEFINED 6, 7, 8 46120 STANLEY WORKS EQUITY 854616109 2287 49,101 SH DEFINED 1 49,101 STAPLES INC EQUITY 855030102 27 1,440 SH DEFINED 5 1440 STAPLES INC EQUITY 855030102 3779 202,080 SH DEFINED 6, 7, 8 202080 STAPLES, INC. EQUITY 855030102 4084 218,373 SH DEFINED 1 218,373 STAR SCIENTIFIC INC EQUITY 85517P101 15 5,762 SH DEFINED 1 5,762 STAR SCIENTIFIC INC EQUITY 85517P101 15 5,762 SH DEFINED 6, 7, 8 5762 STARBASE CORP EQUITY 854910205 14 20,700 SH DEFINED 1 20,700 STARBASE CORP EQUITY 854910205 13 19,681 SH DEFINED 6, 7, 8 19681 STARBUCKS CORP EQUITY 855244109 23 1,190 SH DEFINED 5 1190 STARBUCKS CORP EQUITY 855244109 3297 173,050 SH DEFINED 6, 7, 8 173050 STARBUCKS CORP. EQUITY 855244109 3566 187,173 SH DEFINED 1 187,173 STARMEDIA NETWORK INC EQUITY 855546107 0 12,135 SH DEFINED 6, 7, 8 12135 STARMEDIA NETWORK, INC. EQUITY 855546107 5 12,444 SH DEFINED 1 12,444 STARTEK INC EQUITY 85569C107 48 2,513 SH DEFINED 1 2,513 STARTEK INC EQUITY 85569C107 43 2,287 SH DEFINED 6, 7, 8 2287 STARWOOD HOTELS & RESORTS WW EQUITY 85590A203 2684 89,917 SH DEFINED 1 89,917 STARWOOD HOTELS&RESORTS W EQUITY 85590A203 19 620 SH DEFINED 5 620 STARWOOD HOTELS&RESORTS W EQUITY 85590A203 3090 103,510 SH DEFINED 6, 7, 8 103510 STATE AUTO FINANCIAL CORP. EQUITY 855707105 69 4,256 SH DEFINED 1 4,256 STATE AUTO FINL CORP EQUITY 855707105 65 3,993 SH DEFINED 6, 7, 8 3993 STATE STR CORP EQUITY 857477103 53 1,020 SH DEFINED 5 1020 STATE STR CORP EQUITY 857477103 7186 137,540 SH DEFINED 6, 7, 8 137540 STATE STREET CORP. EQUITY 857477103 7594 145,347 SH DEFINED 1 145,347 STATEN IS BANCORP INC EQUITY 857550107 285 17,450 SH DEFINED 6, 7, 8 17450 STATEN ISLAND BANCORP, INC. EQUITY 857550107 300 18,384 SH DEFINED 1 18,384 STATION CASINOS INC EQUITY 857689103 278 24,887 SH DEFINED 6, 7, 8 24887 STATION CASINOS, INC. EQUITY 857689103 133 11,919 SH DEFINED 1 11,919 STEAK N SHAKE CO EQUITY 857873103 78 7,095 SH DEFINED 6, 7, 8 7095 STEEL DYNAMICS INC EQUITY 858119100 91 7,818 SH DEFINED 6, 7, 8 7818 STEEL DYNAMICS, INC. EQUITY 858119100 94 8,129 SH DEFINED 1 8,129 STEELCASE INC-CL A EQUITY 858155203 9 583 SH DEFINED 1 583 STEIN MART INC EQUITY 858375108 61 7,276 SH DEFINED 6, 7, 8 7276

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ STEIN MART, INC. EQUITY 858375108 63 7,534 SH DEFINED 1 7,534 STEINWAY MUSICAL EQUITY 858495104 29,917 1,801,131 SH DEFINED 1 1,801,131 STEINWAY MUSICAL INSTRS I EQUITY 858495104 33 1,973 SH DEFINED 6, 7, 8 1973 STEINWAY MUSICAL INSTRUMENTS EQUITY 858495104 29950 1,803,104 SH DEFINED 1 1,803,104 STELLENT INC EQUITY 85856W105 172 5,821 SH DEFINED 1 5,821 STELLENT INC EQUITY 85856W105 160 5,409 SH DEFINED 6, 7, 8 5409 STEPAN CO EQUITY 858586100 49 2,021 SH DEFINED 6, 7, 8 2021 STEPAN CO. EQUITY 858586100 53 2,198 SH DEFINED 1 2,198 STERICYCLE INC EQUITY 858912108 295 4,848 SH DEFINED 6, 7, 8 4848 STERICYCLE INC COM EQUITY 858912108 34328 563,856 SH Sole 3 553856 10000 STERICYCLE, INC. EQUITY 858912108 253 4,150 SH DEFINED 1 4,150 STERIS CORP EQUITY 859152100 2112 115,612 SH DEFINED 6, 7, 8 115612 STERIS CORP COM EQUITY 859152100 1909 104,472 SH DEFINED 1 104,472 STERLING BANCORP EQUITY 859158107 81 2,768 SH DEFINED 1 2,768 STERLING BANCORP EQUITY 859158107 79 2,699 SH DEFINED 6, 7, 8 2699 STERLING BANCSHARES INC EQUITY 858907108 127 10,182 SH DEFINED 6, 7, 8 10182 STERLING BANCSHARES, INC. EQUITY 858907108 134 10,705 SH DEFINED 1 10,705 STERLING FINANCIAL CORP EQUITY 859317109 90 3,713 SH DEFINED 1 3,713 STERLING FINL CORP EQUITY 859317109 86 3,522 SH DEFINED 6, 7, 8 3522 STEVEN MADDEN, LTD. EQUITY 556269108 38 2,679 SH DEFINED 1 2,679 STEWART & STEVENSON SERVICES EQUITY 860342104 800 42,523 SH DEFINED 1 42,523 STEWART & STEVENSON SVCS EQUITY 860342104 794 42,198 SH DEFINED 6, 7, 8 42198 STEWART ENTERPRISES INC EQUITY 860370105 185 30,915 SH DEFINED 6, 7, 8 30915 STEWART ENTERPRISES, INC. EQUITY 860370105 193 32,152 SH DEFINED 1 32,152 STEWART INFORMATION SERVICES COM EQUITY 860372101 81 4,124 SH DEFINED 1 4,124 STEWART INFORMATION SVCS EQUITY 860372101 78 3,967 SH DEFINED 6, 7, 8 3967 STILLWATER MINING CO. EQUITY 86074Q102 217 11,728 SH DEFINED 1 11,728 STILLWATER MNG CO EQUITY 86074Q102 206 11,138 SH DEFINED 6, 7, 8 11138 STILLWELL FINANCIAL INC EQUITY 860831106 2740 100,653 SH DEFINED 1 100,653 STILWELL FINL INC EQUITY 860831106 19 690 SH DEFINED 5 690 STILWELL FINL INC EQUITY 860831106 2549 93,630 SH DEFINED 6, 7, 8 93630 STONE ENERGY CORP EQUITY 861642106 735 18,617 SH DEFINED 6, 7, 8 18617 STONE ENERGY CORP. EQUITY 861642106 573 14,507 SH DEFINED 1 14,507 STONERIDGE INC EQUITY 86183P102 36 3,975 SH DEFINED 6, 7, 8 3975 STONERIDGE, INC. EQUITY 86183P102 37 4,075 SH DEFINED 1 4,075 STORAGE TECHNOLOGY CORP EQUITY 862111200 2633 127,400 SH DEFINED 6, 7, 8 127400 STORAGE TECHNOLOGY CORP. EQUITY 862111200 2652 128,299 SH DEFINED 1 128,299 STORAGE USA INC EQUITY 861907103 209 4,976 SH DEFINED 6, 7, 8 4976 STORAGE USA, INC. EQUITY 861907103 1127 26,771 SH DEFINED 1 26,771 STORAGENETWORKS INC EQUITY 86211E103 4 688 SH DEFINED 1 688 STRATOS LIGHTWAVE INC EQUITY 863100103 252 41,015 SH DEFINED 6, 7, 8 41015 STRATOS LIGHTWAVE INC. EQUITY 863100103 120 19,445 SH DEFINED 1 19,445 STRAYER ED INC EQUITY 863236105 81 1,669 SH DEFINED 6, 7, 8 1669 STRAYER EDUCATION, INC EQUITY 863236105 86 1,772 SH DEFINED 1 1,772 STRIDE RITE CORP EQUITY 863314100 88 13,451 SH DEFINED 6, 7, 8 13451 STRIDE RITE CORP. EQUITY 863314100 93 14,222 SH DEFINED 1 14,222 Stryker EQUITY 863667101 2335 40,000 SH DEFINED 4 40,000 STRYKER CORP EQUITY 863667101 36 610 SH DEFINED 5 610 STRYKER CORP EQUITY 863667101 4851 83,100 SH DEFINED 6, 7, 8 83100 STRYKER CORP. EQUITY 863667101 5232 89,640 SH DEFINED 1 89,640

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ STUDENT LN CORP EQUITY 863902102 93 1,159 SH DEFINED 6, 7, 8 1159 STUDENT LOAN CORP. EQUITY 863902102 98 1,214 SH DEFINED 1 1,214 STURM RUGER & CO INC EQUITY 864159108 76 6,307 SH DEFINED 6, 7, 8 6307 STURM, RUGER & CO., INC. EQUITY 864159108 79 6,557 SH DEFINED 1 6,557 SUFFOLK BANCORP EQUITY 864739107 98 1,802 SH DEFINED 1 1,802 SUFFOLK BANCORP EQUITY 864739107 93 1,701 SH DEFINED 6, 7, 8 1701 SUIZA FOODS CORP EQUITY 865077101 5614 82,312 SH DEFINED 6, 7, 8 82312 SUMMIT PPTYS INC EQUITY 866239106 202 8,073 SH DEFINED 6, 7, 8 8073 SUMMIT PROPERTIES, INC. EQUITY 866239106 212 8,456 SH DEFINED 1 8,456 SUN COMMUNITIES INC EQUITY 866674104 179 4,800 SH DEFINED 6, 7, 8 4800 SUN COMMUNITIES, INC. EQUITY 866674104 186 5,002 SH DEFINED 1 5,002 Sun Microsystems EQUITY 866810104 1046 85,000 SH DEFINED 4 85,000 SUN MICROSYSTEMS INC EQUITY 866810104 125 10,130 SH DEFINED 5 10130 SUN MICROSYSTEMS INC EQUITY 866810104 20114 1,630,000 SH DEFINED 6, 7, 8 1630000 SUN MICROSYSTEMS INC EQUITY 866810104 6264 509,300 SH DEFINED 2 509300 SUN MICROSYSTEMS, INC. EQUITY 866810104 21006 1,707,784 SH DEFINED 1 1,707,784 SUNGARD DATA SYS INC EQUITY 867363103 135829 4,695,076 SH Sole 3 4498116 196960 SUNGARD DATA SYS INC EQUITY 867363103 9822 339,500 SH DEFINED 6, 7, 8 339500 SUNGARD DATA SYSTEMS, INC. EQUITY 867363103 9929 343,197 SH DEFINED 1 343,197 SUNOCO INC EQUITY 86764P109 9 250 SH DEFINED 5 250 SUNOCO INC EQUITY 86764P109 1242 33,260 SH DEFINED 6, 7, 8 33260 SUNOCO, INC. EQUITY 86764P109 1335 35,754 SH DEFINED 1 35,754 SUNRISE ASSISTED LIVING I EQUITY 86768K106 159 5,453 SH DEFINED 6, 7, 8 5453 SUNRISE ASSISTED LIVING, INC. EQUITY 86768K106 165 5,667 SH DEFINED 1 5,667 SUNRISE TELECOM INC EQUITY 86769Y105 22 5,466 SH DEFINED 1 5,466 SUNRISE TELECOM INC EQUITY 86769Y105 22 5,466 SH DEFINED 6, 7, 8 5466 SUNTRUST BANKS, INC. EQUITY 867914103 12027 191,818 SH DEFINED 1 191,818 SUNTRUST BKS INC EQUITY 867914103 56 900 SH DEFINED 5 900 SUNTRUST BKS INC EQUITY 867914103 11601 185,021 SH DEFINED 6, 7, 8 185021 SUPERGEN INC EQUITY 868059106 69 4,826 SH DEFINED 6, 7, 8 4826 SUPERGEN, INC. EQUITY 868059106 73 5,093 SH DEFINED 1 5,093 SUPERIOR ENERGY SERVICES, INC. EQUITY 868157108 112 12,959 SH DEFINED 1 12,959 SUPERIOR ENERGY SVCS INC EQUITY 868157108 108 12,533 SH DEFINED 6, 7, 8 12533 SUPERIOR INDS INTL INC EQUITY 868168105 1501 37,284 SH DEFINED 6, 7, 8 37284 SUPERIOR INDUSTRIES INTL, INC. EQUITY 868168105 1515 37,632 SH DEFINED 1 37,632 SUPERIOR TR I EQUITY 86836P202 3 711 SH DEFINED 6, 7, 8 711 SUPERIOR TRUST I EQUITY 86836P202 3 711 SH DEFINED 1 1 SUPERTEX INC EQUITY 868532102 45 2,566 SH DEFINED 1 2,566 SUPERTEX INC EQUITY 868532102 43 2,484 SH DEFINED 6, 7, 8 2484 SUPERVALU INC EQUITY 868536103 9 420 SH DEFINED 5 420 SUPERVALU INC EQUITY 868536103 1734 78,390 SH DEFINED 6, 7, 8 78390 Supervalu Inc. CORPBOND 868536AJ2 1954 2,000,000 PRN DEFINED 4 2,000,000 SUPERVALU, INC. EQUITY 868536103 1825 82,503 SH DEFINED 1 82,503 SUPPORT COM INC EQUITY 868587106 40 6,348 SH DEFINED 6, 7, 8 6348 SUPPORT.COM, INC. EQUITY 868587106 43 6,815 SH DEFINED 1 6,815 SUREBEAM CORP EQUITY 86866R102 22 2,062 SH DEFINED 6, 7, 8 2062 SUREBEAM CORP CL A EQUITY 86866R102 24 2,262 SH DEFINED 1 2,262 SURMODICS INC EQUITY 868873100 143 3,920 SH DEFINED 1 3,920 SURMODICS INC EQUITY 868873100 137 3,757 SH DEFINED 6, 7, 8 3757 SUSQUEHANNA BANCSHARES IN EQUITY 869099101 263 12,629 SH DEFINED 6, 7, 8 12629

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SUSQUEHANNA BANCSHARES, INC. EQUITY 869099101 275 13,191 SH DEFINED 1 13,191 SWIFT ENERGY CO EQUITY 870738101 139 6,904 SH DEFINED 6, 7, 8 6904 SWIFT ENERGY CO. EQUITY 870738101 144 7,151 SH DEFINED 1 7,151 SWIFT TRANSN CO EQUITY 870756103 2600 120,867 SH DEFINED 6, 7, 8 120867 SWIFT TRANSPORTATION CO., INC. EQUITY 870756103 2616 121,639 SH DEFINED 1 121,639 SWS GROUP INC EQUITY 78503N107 117 4,601 SH DEFINED 1 4,601 SWS GROUP INC EQUITY 78503N107 572 22,490 SH DEFINED 6, 7, 8 22490 SYBASE INC EQUITY 871130100 2709 171,920 SH DEFINED 6, 7, 8 171920 SYBASE, INC. EQUITY 871130100 2730 173,241 SH DEFINED 1 173,241 SYBRON DENTAL SPECIALTIES EQUITY 871142105 263 12,172 SH DEFINED 6, 7, 8 12172 SYBRON DENTAL SPECIALTIES INC. EQUITY 871142105 274 12,682 SH DEFINED 1 12,682 SYCAMORE NETWORKS, INC EQUITY 871206108 6 1,196 SH DEFINED 1 1,196 SYKES ENTERPRISES INC EQUITY 871237103 523 55,955 SH DEFINED 6, 7, 8 55955 SYKES ENTERPRISES, INC. EQUITY 871237103 526 56,313 SH DEFINED 1 56,313 SYLVAN LEARNING SYS INC EQUITY 871399101 1240 56,166 SH DEFINED 6, 7, 8 56166 SYLVAN LEARNING SYSTEMS, INC. EQUITY 871399101 1250 56,652 SH DEFINED 1 56,652 SYMANTEC CORP EQUITY 871503108 7086 106,830 SH DEFINED 6, 7, 8 106830 SYMANTEC CORP. EQUITY 871503108 7148 107,771 SH DEFINED 1 107,771 SYMBOL TECHNOLOGIES INC EQUITY 871508107 11 710 SH DEFINED 5 710 SYMBOL TECHNOLOGIES INC EQUITY 871508107 1534 96,600 SH DEFINED 6, 7, 8 96600 SYMBOL TECHNOLOGIES INC EQUITY 871508107 4828 304,000 SH DEFINED 2 304000 SYMBOL TECHNOLOGIES, INC. EQUITY 871508107 7826 492,803 SH DEFINED 1 492,803 SYMMETRICOM INC EQUITY 871543104 51 6,728 SH DEFINED 6, 7, 8 6728 SYMMETRICOM, INC. EQUITY 871543104 55 7,274 SH DEFINED 1 7,274 SYMX TECHNOLOGIES INC. EQUITY 87155S108 163 7,683 SH DEFINED 1 7,683 SYMYX TECHNOLOGIES EQUITY 87155S108 551 25,935 SH DEFINED 6, 7, 8 25935 SYNCOR INTERNATIONAL EQUITY 87157J106 169 5,893 SH DEFINED 1 5,893 SYNCOR INTL CORP DEL EQUITY 87157J106 160 5,586 SH DEFINED 6, 7, 8 5586 SYNGENTA AG EQUITY 87160A100 14 1,354 SH DEFINED 6, 7, 8 1354 SYNGENTA AG ADR EQUITY 87160A100 14 1,354 SH DEFINED 1 1,354 SYNOPSYS INC EQUITY 871607107 4332 73,340 SH DEFINED 6, 7, 8 73340 SYNOPSYS INC EQUITY 871607107 8612 145,800 SH DEFINED 2 145800 SYNOPSYS INC. EQUITY 871607107 4378 74,119 SH DEFINED 1 74,119 SYNOVUS FINANCIAL CORP. EQUITY 87161C105 3333 133,069 SH DEFINED 1 133,069 SYNOVUS FINL CORP EQUITY 87161C105 23 910 SH DEFINED 5 910 SYNOVUS FINL CORP EQUITY 87161C105 3086 123,210 SH DEFINED 6, 7, 8 123210 SYNPLICITY INC EQUITY 87160Y108 44 3,277 SH DEFINED 1 3,277 SYNPLICITY INC EQUITY 87160Y108 42 3,107 SH DEFINED 6, 7, 8 3107 SYNTEL INC EQUITY 87162H103 19 1,433 SH DEFINED 6, 7, 8 1433 SYNTEL, INC. EQUITY 87162H103 19 1,433 SH DEFINED 1 1,433 SYNTROLEUM CORP EQUITY 871630109 44 6,185 SH DEFINED 6, 7, 8 6185 SYNTROLEUM CORPORATION EQUITY 871630109 47 6,589 SH DEFINED 1 6,589 SYSCO CORP EQUITY 871829107 55 2,080 SH DEFINED 5 2080 SYSCO CORP EQUITY 871829107 7900 301,300 SH DEFINED 6, 7, 8 301300 SYSCO CORP. EQUITY 871829107 8502 324,259 SH DEFINED 1 324,259 SYSTEMS & COMPUTER TECHNO EQUITY 871873105 99 9,598 SH DEFINED 6, 7, 8 9598 SYSTEMS & COMPUTER TECHNOLOGY EQUITY 871873105 104 10,091 SH DEFINED 1 10,091 T ROWE PRICE GROUP INC. EQUITY 74144T108 1941 55,894 SH DEFINED 1 55,894 TAIWAN FUND EQUITY 874036106 990 84,250 SH DEFINED 1 84,250 TAIWAN SEMICONDUCTOR-SP ADR EQUITY 874039100 481 28,000 SH DEFINED 1 28,000

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TAKE-TWO INTERACTIVE SOFT EQUITY 874054109 170 10,530 SH DEFINED 6, 7, 8 10530 TAKE-TWO INTERACTIVE SOFTWARE EQUITY 874054109 178 11,009 SH DEFINED 1 11,009 TALBOTS INC EQUITY 874161102 11 290 SH DEFINED 1 290 TALBOTS INC EQUITY 874161102 55 1,525 SH DEFINED 6, 7, 8 1525 TALBOTS INC EQUITY 874161102 2809 77,500 SH DEFINED 2 77500 TALISMAN ENERGY INC EQUITY 87425E103 700 18,500 SH DEFINED 6, 7, 8 18500 TALX CORP EQUITY 874918105 90 3,593 SH DEFINED 1 3,593 TALX CORP EQUITY 874918105 14450 578,450 SH Sole 3 578450 TALX CORP EQUITY 874918105 84 3,361 SH DEFINED 6, 7, 8 3361 TANGER FACTORY OUTLET CTR EQUITY 875465106 34 1,646 SH DEFINED 6, 7, 8 1646 TANGER FACTORY OUTLET CTRS EQUITY 875465106 38 1,813 SH DEFINED 1 1,813 TANOX INC EQUITY 87588Q109 132 7,150 SH DEFINED 1 7,150 TANOX INC EQUITY 87588Q109 126 6,825 SH DEFINED 6, 7, 8 6825 TARGET CORP EQUITY 87612E106 116 2,820 SH DEFINED 5 2820 TARGET CORP EQUITY 87612E106 17984 438,090 SH DEFINED 6, 7, 8 438090 TARGET CORP EQUITY 8.7612E+110 16157 393,600 SH DEFINED 2 393600 TARGET CORPORATION EQUITY 87612E106 18873 459,759 SH DEFINED 1 459,759 TARGETED GENETICS CORP EQUITY 87612M108 30 10,911 SH DEFINED 1 10,911 TARGETED GENETICS CORP EQUITY 87612M108 29 10,581 SH DEFINED 6, 7, 8 10581 TARO PHARMACEUTICAL INDS EQUITY M8737E108 171 4,275 SH DEFINED 6, 7, 8 4275 TAUBMAN CENTERS, INC. EQUITY 876664103 146 9,800 SH DEFINED 1 9,800 TAUBMAN CTRS INC EQUITY 876664103 140 9,454 SH DEFINED 6, 7, 8 9454 TBC CORP EQUITY 872180104 74 5,555 SH DEFINED 6, 7, 8 5555 TBC CORP. EQUITY 872180104 79 5,869 SH DEFINED 1 5,869 TCF FINANCIAL CORP. EQUITY 872275102 4510 93,997 SH DEFINED 1 93,997 TCF FINL CORP EQUITY 872275102 4745 98,900 SH DEFINED 6, 7, 8 98900 TECH DATA CORP EQUITY 878237106 2900 67,000 SH DEFINED 6, 7, 8 67000 TECH DATA CORP. EQUITY 878237106 2921 67,484 SH DEFINED 1 67,484 TECHE CORP. EQUITY 878377100 463 12,561 SH DEFINED 1 12,561 TECHNE CORP EQUITY 878377100 439 11,911 SH DEFINED 6, 7, 8 11911 TECHNITROL INC EQUITY 878555101 244 8,850 SH DEFINED 6, 7, 8 8850 TECHNITROL, INC. EQUITY 878555101 256 9,251 SH DEFINED 1 9,251 TECO ENERGY INC EQUITY 872375100 12 440 SH DEFINED 5 440 TECO ENERGY INC EQUITY 872375100 2439 92,950 SH DEFINED 6, 7, 8 92950 TECO ENERGY, INC. EQUITY 872375100 1666 63,478 SH DEFINED 1 63,478 TECUMSEH PRODS CO EQUITY 878895200 1387 27,399 SH DEFINED 6, 7, 8 27399 TECUMSEH PRODUCTS CO. CLASS A EQUITY 878895200 1398 27,619 SH DEFINED 1 27,619 TEEKAY SHIPPING MARSHALL EQUITY Y8564W103 1140 32,700 SH DEFINED 6, 7, 8 32700 TEJON RANCH CO DEL EQUITY 879080109 48 2,019 SH DEFINED 6, 7, 8 2019 TEJON RANCH CO. EQUITY 879080109 51 2,138 SH DEFINED 1 2,138 TEKELEC EQUITY 879101103 14 746 SH DEFINED 1 746 TEKTRONIX INC EQUITY 879131100 7 290 SH DEFINED 5 290 TEKTRONIX INC EQUITY 879131100 1003 38,890 SH DEFINED 6, 7, 8 38890 TEKTRONIX, INC. EQUITY 879131100 1077 41,784 SH DEFINED 1 41,784 TELE CENTRO OESTE CELULAR S.A. ADR EQUITY 87923P105 988 141,200 SH DEFINED 1 141,200 TELECOM CORP NEW ZEALAND EQUITY 879278208 44 2,600 SH DEFINED 6, 7, 8 2600 TELECOM CORP NEW ZEALAND LTD SPONS AD EQUITY 879278208 44 2,600 SH DEFINED 1 2,600 TELECORP PCS INC-CL EQUITY 879300101 6 517 SH DEFINED 1 517 TELEDYNE TECHNOLOGIES INC EQUITY 879360105 148 9,113 SH DEFINED 6, 7, 8 9113 TELEDYNE TECHOLOGIES INC EQUITY 879360105 156 9,555 SH DEFINED 1 9,555

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TELEFLEX INC EQUITY 879369106 2233 47,200 SH DEFINED 6, 7, 8 47200 TELEFLEX INC. EQUITY 879369106 2244 47,434 SH DEFINED 1 47,434 TELEFONICA S A EQUITY 879382208 200 5,000 SH DEFINED 6, 7, 8 5000 TELEFONICA S.A. SPON ADR EQUITY 879382208 200 5,000 SH DEFINED 1 5,000 TELEFONOS DE MEXICO CL L-TELMEX EQUITY 879403780 6648 189,830 SH DEFINED 1 189,830 TELEKOMUNIKASI INDONESIA - SP ADR EQUITY 715684106 186 32,000 SH DEFINED 1 32,000 TELEPHONE & DATA SYS INC EQUITY 879433100 6381 71,100 SH DEFINED 6, 7, 8 71100 TELEPHONE AND DATA SYSTEMS EQUITY 879433100 6430 71,639 SH DEFINED 1 71,639 TELESP CELULAR PARTICIPACOES SA ADR EQUITY 87952L108 2094 226,100 SH DEFINED 1 226,100 TELETECH HOLDINGS EQUITY 879939106 155 10,840 SH DEFINED 1 10,840 TELETECH HOLDINGS INC EQUITY 879939106 148 10,356 SH DEFINED 6, 7, 8 10356 TELIK INC EQUITY 87959M109 84 6,244 SH DEFINED 1 6,244 TELIK INC EQUITY 87959M109 80 5,943 SH DEFINED 6, 7, 8 5943 TELIK INC EQUITY 87959M109 675 50,000 SH DEFINED 2 50000 TELLABS INC EQUITY 879664100 19 1,280 SH DEFINED 5 1280 TELLABS INC EQUITY 879664100 2954 196,510 SH DEFINED 6, 7, 8 196510 TELLABS, INC. EQUITY 879664100 3084 206,166 SH DEFINED 1 206,166 TELLIUM INC EQUITY 87967E107 1 109 SH DEFINED 1 109 TEMPLE INLAND INC EQUITY 879868107 9 150 SH DEFINED 5 150 TEMPLE INLAND INC EQUITY 879868107 1185 20,880 SH DEFINED 6, 7, 8 20880 TEMPLE INLAND INC EQUITY 879868107 2315 40,800 SH DEFINED 2 40800 TEMPLE-INLAND INC. EQUITY 879868107 1273 22,433 SH DEFINED 1 22,433 TENET HEALTHCARE CORP EQUITY 88033G100 60 1,020 SH DEFINED 5 1020 TENET HEALTHCARE CORP EQUITY 88033G100 9888 168,400 SH DEFINED 6, 7, 8 168400 TENET HEALTHCARE CORP. EQUITY 88033G100 10338 176,064 SH DEFINED 1 176,064 TENNANT CO EQUITY 880345103 97 2,625 SH DEFINED 6, 7, 8 2625 TENNANT CO. EQUITY 880345103 102 2,752 SH DEFINED 1 2,752 TERADYNE INC EQUITY 880770102 17 570 SH DEFINED 5 570 TERADYNE INC EQUITY 880770102 2455 81,440 SH DEFINED 6, 7, 8 81440 TERADYNE, INC. EQUITY 880770102 2657 88,161 SH DEFINED 1 88,161 TERAYON COMMUNICATION EQUITY 880775101 169 20,481 SH DEFINED 1 20,481 TERAYON COMMUNICATION SYS EQUITY 880775101 162 19,638 SH DEFINED 6, 7, 8 19638 TEREX CORP NEW EQUITY 880779103 152 8,645 SH DEFINED 6, 7, 8 8645 TEREX CORP. EQUITY 880779103 161 9,151 SH DEFINED 1 9,151 TEREX CORP. APPRECIATION RTS EQUITY 880779137 37 2,000 SH DEFINED 1 2,000 TERRA INDS INC EQUITY 880915103 44 12,466 SH DEFINED 6, 7, 8 12466 TERRA INDUSTRIES, INC. EQUITY 880915103 44 12,466 SH DEFINED 1 12,466 TERREMARK WORLDWIDE INC EQUITY 881448104 26 45,676 SH DEFINED 1 45,676 TERREMARK WORLDWIDE INC EQUITY 881448104 25 43,081 SH DEFINED 6, 7, 8 43081 TESORO PETE CORP EQUITY 881609101 149 11,388 SH DEFINED 6, 7, 8 11388 TESORO PETROLEUM CORP. EQUITY 881609101 155 11,790 SH DEFINED 1 11,790 TETRA TECH INC NEW EQUITY 88162G103 279 14,021 SH DEFINED 6, 7, 8 14021 TETRA TECH INC NEW COM EQUITY 88162G103 28232 1,417,963 SH Sole 3 1392458 25505 TETRA TECH, INC. EQUITY 88162G103 293 14,706 SH DEFINED 1 14,706 TETRA TECHNOLOGIES INC DE EQUITY 88162F105 74 3,550 SH DEFINED 6, 7, 8 3550 TETRA TECHNOLOGIES, INC. EQUITY 88162F105 79 3,753 SH DEFINED 1 3,753 TEVA PHARMACEUTICAL ADR EQUITY 881624209 585 9,500 SH DEFINED 1 9,500 TEVA PHARMACEUTICAL INDS ADR EQUITY 881624209 101 1,640 SH DEFINED 2 1640 TEVA PHARMACEUTICAL INDS LTD EQUITY 881624209 6952 112,800 SH DEFINED 2 112800 TEXAS BIOTECH CORP EQUITY 88221T104 86 13,167 SH DEFINED 1 13,167

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TEXAS BIOTECHNOLOGY CORP EQUITY 88221T104 81 12,536 SH DEFINED 6, 7, 8 12536 TEXAS INDS INC EQUITY 882491103 414 11,232 SH DEFINED 6, 7, 8 11232 TEXAS INDUSTRIES, INC. EQUITY 882491103 260 7,057 SH DEFINED 1 7,057 TEXAS INSTRS INC EQUITY 882508104 151 5,410 SH DEFINED 5 5410 TEXAS INSTRS INC EQUITY 882508104 23808 850,300 SH DEFINED 6, 7, 8 850300 TEXAS INSTRS INC EQUITY 882508104 17735 633,400 SH DEFINED 2 633400 TEXAS INSTRUMENTS, INC. EQUITY 882508104 40439 1,444,249 SH DEFINED 1 1,444,249 TEXAS REGIONAL BANCSHARES, INC CLASS EQUITY 882673106 160 4,218 SH DEFINED 1 4,218 TEXAS REGL BANCSHARES INC EQUITY 882673106 372 9,833 SH DEFINED 6, 7, 8 9833 TEXTRON FINANACIAL CORP EQUITY 883203101 2654 64,023 SH DEFINED 1 64,023 TEXTRON INC EQUITY 833203101 11 255 SH DEFINED 2 255 TEXTRON INC EQUITY 883203101 18 440 SH DEFINED 5 440 TEXTRON INC EQUITY 883203101 2478 59,760 SH DEFINED 6, 7, 8 59760 TEXTRON INC EQUITY 883203101 4783 115,540 SH DEFINED 2 115540 THAI FUND EQUITY 882904105 50 15,000 SH DEFINED 1 15,000 THE 3DO CO. EQUITY 88553W105 24 11,414 SH DEFINED 1 11,414 THE ADVISORY BOARD COMPANY EQUITY 00762W107 969 35,000 SH Sole 3 35000 THE GENLYTE GROUP, INC. EQUITY 372302109 117 3,935 SH DEFINED 1 3,935 THE PROFIT RECOVERY GROUP INTL EQUITY 743168106 98 12,040 SH DEFINED 1 12,040 THE ST JOE COMPANY EQUITY 790148100 8 272 SH DEFINED 1 272 THE STEAK N SHAKE COMPANY EQUITY 857873103 81 7,343 SH DEFINED 1 7,343 THE TITAN CORPORATION EQUITY 888266103 2537 101,703 SH DEFINED 1 101,703 THE YANKEE CANDLE CO. EQUITY 984757104 103 4,552 SH DEFINED 1 4,552 THERAGENICS CORP EQUITY 883375107 84 8,518 SH DEFINED 6, 7, 8 8518 THERAGENICS CORP. EQUITY 883375107 89 8,986 SH DEFINED 1 8,986 THERMA-WAVE INC EQUITY 88343A108 186 12,446 SH DEFINED 6, 7, 8 12446 THERMA-WAVE INC. EQUITY 88343A108 72 4,841 SH DEFINED 1 4,841 THERMO ELECTRON CORP EQUITY 883556102 13 560 SH DEFINED 5 560 THERMO ELECTRON CORP EQUITY 883556102 1795 75,210 SH DEFINED 6, 7, 8 75210 THERMO ELECTRON CORP. EQUITY 883556102 1930 80,870 SH DEFINED 1 80,870 THIRD WAVE TECHNOLOGIES EQUITY 88428W108 16 2,130 SH DEFINED 1 2,130 THIRD WAVE TECHNOLOGIES I EQUITY 88428W108 16 2,130 SH DEFINED 6, 7, 8 2130 THOMAS & BETTS CORP EQUITY 884315102 4 180 SH DEFINED 5 180 THOMAS & BETTS CORP EQUITY 884315102 915 43,247 SH DEFINED 6, 7, 8 43247 THOMAS & BETTS CORP. EQUITY 884315102 960 45,371 SH DEFINED 1 45,371 THOMAS INDS INC EQUITY 884425109 121 4,823 SH DEFINED 6, 7, 8 4823 THOMAS INDUSTRIES, INC. EQUITY 884425109 127 5,072 SH DEFINED 1 5,072 THOR INDS INC EQUITY 885160101 76 2,039 SH DEFINED 6, 7, 8 2039 THOR INDUSTRIES, INC. EQUITY 885160101 79 2,121 SH DEFINED 1 2,121 THORATEC CORP EQUITY 885175307 174 10,218 SH DEFINED 6, 7, 8 10218 THORATEC LABORATORIES CORP. EQUITY 885175307 182 10,683 SH DEFINED 1 10,683 THORNBURG MORTGAGE INC. EQUITY 885218107 12387 628,771 SH DEFINED 1 628,771 THORNBURG MTG INC EQUITY 885218107 174 8,817 SH DEFINED 6, 7, 8 8817 THQ INC EQUITY 872443403 319 6,583 SH DEFINED 1 6,583 THQ INC EQUITY 872443403 377 7,777 SH DEFINED 6, 7, 8 7777 THREE FIVE SYS INC EQUITY 88554L108 103 6,490 SH DEFINED 6, 7, 8 6490 THREE-FIVE SYS INC COM EQUITY 88554L108 107 6,735 SH DEFINED 1 6,735 TIBCO SOFTWARE INC EQUITY 88632Q103 9 575 SH DEFINED 1 575 TICKETMASTER ONLINE-CITY B EQUITY 88633P203 5 276 SH DEFINED 1 276 TIDEWATER INC EQUITY 886423102 8382 247,250 SH DEFINED 6, 7, 8 247250

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TIDEWATER, INC. EQUITY 886423102 8399 247,756 SH DEFINED 1 247,756 TIER TECHNOLOGIES INC EQUITY 88650Q100 173 8,003 SH DEFINED 6, 7, 8 8003 TIER TECHNOLOGIES INC CL B EQUITY 88650Q100 3989 185,000 SH Sole 3 185000 TIFFANY & CO NEW EQUITY 886547108 14 460 SH DEFINED 5 460 TIFFANY & CO NEW EQUITY 886547108 1945 61,810 SH DEFINED 6, 7, 8 61810 TIFFANY & CO. EQUITY 886547108 2116 67,230 SH DEFINED 1 67,230 TIMBERLAND CO EQUITY 887100105 1750 47,200 SH DEFINED 6, 7, 8 47200 TIMBERLAND COMPANY EQUITY 887100105 1759 47,432 SH DEFINED 1 47,432 TIME WARNER TELECOM EQUITY 887319101 12 667 SH DEFINED 1 667 TIMKEN CO EQUITY 887389104 258 15,936 SH DEFINED 6, 7, 8 15936 TIMKEN CO. EQUITY 887389104 270 16,712 SH DEFINED 1 16,712 TITAN CORP EQUITY 888266103 2514 100,754 SH DEFINED 6, 7, 8 100754 TITAN PHARMACEUTICALS INC EQUITY 888314101 73 7,412 SH DEFINED 1 7,412 TITAN PHARMACEUTICALS INC EQUITY 888314101 70 7,092 SH DEFINED 6, 7, 8 7092 TITANIUM METALS CORP EQUITY 888339108 25 6,210 SH DEFINED 6, 7, 8 6210 TITANIUM METALS CORP. EQUITY 888339108 27 6,730 SH DEFINED 1 6,730 TIVO INC EQUITY 888706108 36 5,434 SH DEFINED 1 5,434 TIVO INC EQUITY 888706108 34 5,129 SH DEFINED 6, 7, 8 5129 TJX COMPANIES, INC. EQUITY 872540109 8054 202,048 SH DEFINED 1 202,048 TJX COS INC NEW EQUITY 872540109 34 850 SH DEFINED 5 850 TJX COS INC NEW EQUITY 872540109 7646 191,830 SH DEFINED 6, 7, 8 191830 TMP WORLDWIDE INC EQUITY 872941109 15 350 SH DEFINED 5 350 TMP WORLDWIDE INC EQUITY 872941109 2121 49,430 SH DEFINED 6, 7, 8 49430 TMP WORLDWIDE INC. EQUITY 872941109 2282 53,185 SH DEFINED 1 53,185 TOLL BROTHERS INC EQUITY 889478103 316 7,193 SH DEFINED 6, 7, 8 7193 TOLL BROTHERS INC COM EQUITY 889478103 20247 461,197 SH Sole 3 447397 13800 TOLL BROTHERS, INC. EQUITY 889478103 329 7,504 SH DEFINED 1 7,504 TOLLGRADE COMMUNICATIONS EQUITY 889542106 122 3,653 SH DEFINED 6, 7, 8 3653 TOLLGRADE COMMUNICATIONS INC EQUITY 889542106 128 3,843 SH DEFINED 1 3,843 TOMPKINS TRUSTCO INC EQUITY 890110109 89 2,217 SH DEFINED 1 2,217 TOMPKINSTRUSTCO INC EQUITY 890110109 83 2,056 SH DEFINED 6, 7, 8 2056 TOO INC EQUITY 890333107 256 9,319 SH DEFINED 1 9,319 TOO INC EQUITY 890333107 245 8,916 SH DEFINED 6, 7, 8 8916 TOO INC EQUITY 890333107 3314 120,500 SH DEFINED 2 120500 TOO INC COM EQUITY 890333107 25418 924,290 SH Sole 3 905130 19160 TOOTSIE ROLL INDS INC EQUITY 890516107 2396 61,300 SH DEFINED 6, 7, 8 61300 TOOTSIE ROLL INDUSTRIES, INC. EQUITY 890516107 2402 61,471 SH DEFINED 1 61,471 TOPPS CO. INC. EQUITY 890786106 139 11,480 SH DEFINED 1 11,480 TOPPS INC EQUITY 890786106 132 10,898 SH DEFINED 6, 7, 8 10898 TORCHMARK CORP EQUITY 891027104 15 390 SH DEFINED 5 390 TORCHMARK CORP EQUITY 891027104 4061 103,260 SH DEFINED 6, 7, 8 103260 TORCHMARK CORP. EQUITY 891027104 4215 107,168 SH DEFINED 1 107,168 TORO CO EQUITY 891092108 181 4,028 SH DEFINED 6, 7, 8 4028 TORO CO. EQUITY 891092108 189 4,207 SH DEFINED 1 4,207 TOTAL SYSTEM SERVICE EQUITY 891906109 9 443 SH DEFINED 1 443 TOWER AUTOMOTIVE INC EQUITY 891707101 110 12,214 SH DEFINED 6, 7, 8 12214 TOWER AUTOMOTIVE, INC. EQUITY 891707101 116 12,801 SH DEFINED 1 12,801 TOWN & COUNTRY TRUST EQUITY 892081100 90 4,312 SH DEFINED 1 4,312 TOWN & CTRY TR EQUITY 892081100 85 4,069 SH DEFINED 6, 7, 8 4069 TOYS R US INC EQUITY 892335100 13 620 SH DEFINED 5 620

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TOYS R US INC EQUITY 892335100 3847 185,500 SH DEFINED 6, 7, 8 185500 TOYS R US INC. EQUITY 892335100 3976 191,719 SH DEFINED 1 191,719 TRADESTATION GROUP INC EQUITY 89267P105 9 5,754 SH DEFINED 1 5,754 TRADESTATION GROUP INC EQUITY 89267P105 9 5,754 SH DEFINED 6, 7, 8 5754 TRAMMELL CROW CO EQUITY 89288R106 86 7,366 SH DEFINED 6, 7, 8 7366 TRAMMELL CROW CO. EQUITY 89288R106 90 7,663 SH DEFINED 1 7,663 TRANS WORLD ENTERTAINMENT CORP EQUITY 89336Q100 67 8,825 SH DEFINED 1 8,825 TRANS WORLD ENTMT CORP EQUITY 89336Q100 65 8,514 SH DEFINED 6, 7, 8 8514 TRANSACTION SYS ARCHITECT EQUITY 893416107 684 55,786 SH DEFINED 6, 7, 8 55786 TRANSACTION SYSTEMS ARCHITECTS CLASS EQUITY 893416107 690 56,304 SH DEFINED 1 56,304 TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2,845,946 31,274,130 SH DEFINED 1 31,274,130 TRANSGENOMIC INC EQUITY 89365K206 39 3,561 SH DEFINED 1 3,561 TRANSGENOMIC INC EQUITY 89365K206 132 12,033 SH DEFINED 6, 7, 8 12033 TRANSKARYOTIC THERAPIES I EQUITY 893735100 278 6,488 SH DEFINED 6, 7, 8 6488 TRANSKARYOTIC THERAPIES INC EQUITY 893735100 8928 208,600 SH DEFINED 2 208600 TRANSKARYOTIC THERAPIES, INC. EQUITY 893735100 295 6,890 SH DEFINED 1 6,890 TRANSMETA CORP EQUITY 89376R109 2 925 SH DEFINED 1 925 TRANSMONTAIGNE INC EQUITY 893934109 845 155,100 SH Sole 3 155100 TRANSMONTAIGNE INC EQUITY 893934109 27 4,950 SH DEFINED 6, 7, 8 4950 TRANSMONTAIGNE, INC. EQUITY 893934109 28 5,050 SH DEFINED 1 5,050 TRANSOCEAN SEDCO FOREX IN EQUITY G90078109 34 1,000 SH DEFINED 5 1000 TRANSOCEAN SEDCO FOREX IN EQUITY G90078109 4558 134,770 SH DEFINED 6, 7, 8 134770 TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 14 410 SH DEFINED 2 410 TRANSWITCH CORP EQUITY 894065101 610 135,588 SH DEFINED 6, 7, 8 135588 TRANSWITCH CORP. EQUITY 894065101 617 137,007 SH DEFINED 1 137,007 TRAVELOCITY.COM INC EQUITY 893953109 4 126 SH DEFINED 1 126 TRC COS INC EQUITY 872625108 81 1,612 SH DEFINED 1 1,612 TRC COS INC EQUITY 872625108 76 1,526 SH DEFINED 6, 7, 8 1526 TREDEGAR CORP EQUITY 894650100 97 5,081 SH DEFINED 6, 7, 8 5081 TREDEGAR CORP. EQUITY 894650100 102 5,375 SH DEFINED 1 5,375 TREMONT CORP EQUITY 894745207 12 399 SH DEFINED 6, 7, 8 399 TREMONT CORP. EQUITY 894745207 12 399 SH DEFINED 1 399 TRENDWEST RESORTS INC EQUITY 894917103 52 2,063 SH DEFINED 6, 7, 8 2063 TRENDWEST RESORTS, INC. EQUITY 894917103 56 2,217 SH DEFINED 1 2,217 TREX COMPANY, INC. EQUITY 89531P105 34 1,802 SH DEFINED 1 1,802 TREX INC EQUITY 89531P105 33 1,752 SH DEFINED 6, 7, 8 1752 TRIAD GTY INC EQUITY 895925105 72 1,987 SH DEFINED 6, 7, 8 1987 TRIAD GTY INC COM EQUITY 895925105 11255 310,300 SH Sole 3 310300 TRIAD GUARANTY, INC. EQUITY 895925105 77 2,121 SH DEFINED 1 2,121 TRIAD HOSPITALS INC EQUITY 89579K109 2568 87,500 SH DEFINED 6, 7, 8 87500 TRIAD HOSPITALS INC COM EQUITY 89579K109 48533 1,653,588 SH Sole 3 1625088 28500 TRIAD HOSPITALS, INC. EQUITY 89579K109 2587 88,156 SH DEFINED 1 88,156 TRIANGLE PHARMACEUTICALS EQUITY 89589H104 40 10,086 SH DEFINED 6, 7, 8 10086 TRIANGLE PHARMACEUTICALS, INC. EQUITY 89589H104 43 10,630 SH DEFINED 1 10,630 TRIARC COMPANIES INC. CLASS A EQUITY 895927101 89 3,681 SH DEFINED 1 3,681 TRIARC COS INC EQUITY 895927101 85 3,490 SH DEFINED 6, 7, 8 3490 TRIBUNE CO NEW EQUITY 896047107 35 930 SH DEFINED 5 930 TRIBUNE CO NEW EQUITY 896047107 4715 125,970 SH DEFINED 6, 7, 8 125970 TRIBUNE CO. EQUITY 896047107 4977 132,980 SH DEFINED 1 132,980 TRICO MARINE SERVICES INC EQUITY 896106101 59 7,863 SH DEFINED 6, 7, 8 7863

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TRICO MARINE SERVICES, INC. EQUITY 896106101 61 8,085 SH DEFINED 1 8,085 TRICON GLOBAL RESTAURANTS EQUITY 895953107 23 460 SH DEFINED 5 460 TRICON GLOBAL RESTAURANTS EQUITY 895953107 3779 76,810 SH DEFINED 6, 7, 8 76810 TRICON GLOBAL RESTAURANTS INC EQUITY 895953107 2770 56,300 SH DEFINED 2 56300 TRICON GLOBAL RESTURANTS INC EQUITY 895953107 3658 74,349 SH DEFINED 1 74,349 TRIGON HEALTHCARE INC EQUITY 89618L100 3014 43,400 SH DEFINED 6, 7, 8 43400 TRIGON HEALTHCARE INC EQUITY 89618L100 3271 47,100 SH DEFINED 2 47100 TRIGON HEALTHCARE, INC. EQUITY 89618L100 3035 43,694 SH DEFINED 1 43,694 TRIKON TECHNOLOGIES INC EQUITY 896187408 40 3,393 SH DEFINED 1 3,393 TRIKON TECHNOLOGIES INC EQUITY 896187408 38 3,199 SH DEFINED 6, 7, 8 3199 TRIMBLE NAVIGATION LTD EQUITY 896239100 116 7,148 SH DEFINED 6, 7, 8 7148 TRIMBLE NAVIGATION LTD. EQUITY 896239100 121 7,480 SH DEFINED 1 7,480 TRIMERIS INC EQUITY 896263100 239 5,306 SH DEFINED 1 5,306 TRIMERIS INC EQUITY 896263100 397 8,817 SH DEFINED 6, 7, 8 8817 TRINITY INDS INC EQUITY 896522109 1774 65,295 SH DEFINED 6, 7, 8 65295 TRINITY INDUSTRIES, INC. EQUITY 896522109 1789 65,843 SH DEFINED 1 65,843 TRIPATH IMAGIN INC EQUITY 896942109 57 7,533 SH DEFINED 1 7,533 TRIPATH IMAGING INC EQUITY 896942109 54 7,176 SH DEFINED 6, 7, 8 7176 TRIPATH TECHNOLOGY EQUITY 89672P104 8 4,397 SH DEFINED 1 4,397 TRIPATH TECHNOLOGY INC EQUITY 89672P104 8 4,397 SH DEFINED 6, 7, 8 4397 TRIQUINT SEMICONDUCTOR IN EQUITY 89674K103 2492 203,291 SH DEFINED 6, 7, 8 203291 TRIQUINT SEMICONDUCTOR INC EQUITY 89674K103 3958 322,800 SH DEFINED 2 322800 TRIQUINT SEMICONDUCTOR, INC. EQUITY 89674K103 2422 197,517 SH DEFINED 1 197,517 TRITON PCS HOLDINGS EQUITY 89677M106 16 544 SH DEFINED 1 544 TRIUMPH GROUP INC NEW EQUITY 896818101 161 4,955 SH DEFINED 6, 7, 8 4955 TRIUMPH GROUP, INC. EQUITY 896818101 170 5,246 SH DEFINED 1 5,246 TRIZETTO GROUP INC EQUITY 896882107 89 6,812 SH DEFINED 1 6,812 TRIZETTO GROUP INC EQUITY 896882107 84 6,383 SH DEFINED 6, 7, 8 6383 TROPICAL SPORTSWEAR INTL EQUITY 89708P102 27 1,429 SH DEFINED 6, 7, 8 1429 TROPICAL SPORTSWEAR INT'L EQUITY 89708P102 27 1,429 SH DEFINED 1 1,429 TROY FINANCIAL CORP EQUITY 897329108 32 1,292 SH DEFINED 1 1,292 TROY FINL CORP EQUITY 897329108 32 1,292 SH DEFINED 6, 7, 8 1292 TRUST CO NJ JERSEY CITY N EQUITY 898304100 149 5,932 SH DEFINED 6, 7, 8 5932 TRUST CO. OF NEW JERSEY EQUITY 898304100 159 6,298 SH DEFINED 1 6,298 TRUSTCO BANK CORP. NY EQUITY 898349105 268 21,310 SH DEFINED 1 21,310 TRUSTCO BK CORP N Y EQUITY 898349105 257 20,447 SH DEFINED 6, 7, 8 20447 TRUSTMARK CORP EQUITY 898402102 497 20,500 SH DEFINED 6, 7, 8 20500 TRUSTMARK CORP. EQUITY 898402102 505 20,834 SH DEFINED 1 20,834 TRW INC EQUITY 872649108 15 400 SH DEFINED 5 400 TRW INC EQUITY 872649108 1979 53,420 SH DEFINED 6, 7, 8 53420 TRW INC. EQUITY 872649108 2119 57,210 SH DEFINED 1 57,210 TTM TECHNOLOGIES INC EQUITY 87305R109 33 3,265 SH DEFINED 6, 7, 8 3265 TTM TECHONOLOGIES EQUITY 87305R109 37 3,691 SH DEFINED 1 3,691 TUBOS DE ACERO DE MEX-SP ADR EQUITY 898592506 1433 160,300 SH DEFINED 1 160,300 TUESDAY MORNING CORP EQUITY 899035505 46 2,526 SH DEFINED 6, 7, 8 2526 TUESDAY MORNING CORPORATION EQUITY 899035505 48 2,626 SH DEFINED 1 2,626 TULARIK INC EQUITY 899165104 140 5,841 SH DEFINED 1 5,841 TULARIK INC EQUITY 899165104 132 5,509 SH DEFINED 6, 7, 8 5509 TUMBLEWEED COMMUNICATIONS EQUITY 899690101 115 19,325 SH DEFINED 6, 7, 8 19325 TUPPERWARE CORP EQUITY 899896104 3 180 SH DEFINED 5 180

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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ UNITED NATIONAL BANCORP EQUITY 910909100 118 4,911 SH DEFINED 1 4,911 UNITED NATL BANCORP N J EQUITY 910909100 114 4,738 SH DEFINED 6, 7, 8 4738 UNITED NATURAL FOODS, INC. EQUITY 911163103 70 2,809 SH DEFINED 1 2,809 UNITED PARCEL SERVICE CLASS -B EQUITY 911312106 7968 146,200 SH DEFINED 1 146,200 UNITED PARCEL SERVICE INC EQUITY 911312106 273 5,000 SH DEFINED 6, 7, 8 5000 UNITED PARCEL SVC INC CL B EQUITY 911312106 68 1,250 SH DEFINED 2 1250 UNITED RENTALS INC EQUITY 911363109 2020 89,000 SH DEFINED 6, 7, 8 89000 UNITED RENTALS, INC. EQUITY 911363109 2027 89,309 SH DEFINED 1 89,309 UNITED STATIONERS INC EQUITY 913004107 677 20,129 SH DEFINED 6, 7, 8 20129 UNITED STATIONERS, INC. EQUITY 913004107 357 10,613 SH DEFINED 1 10,613 UNITED SURGICAL PRTNRS COM EQUITY 913016309 18331 866,700 SH Sole 3 866700 UNITED TECHNOLOGIES CORP EQUITY 913017109 94 1,460 SH DEFINED 5 1460 UNITED TECHNOLOGIES CORP EQUITY 913017109 13580 210,120 SH DEFINED 6, 7, 8 210120 UNITED TECHNOLOGIES CORP EQUITY 913017109 1932 29,900 SH DEFINED 2 29900 UNITED TECHNOLOGIES CORP. EQUITY 913017109 14292 221,142 SH DEFINED 1 221,142 UNITED THERAPEUTICS CORP EQUITY 91307C102 45 4,329 SH DEFINED 6, 7, 8 4329 UNITED THERAPEUTICS CORP. EQUITY 91307C102 48 4,564 SH DEFINED 1 4,564 UNITEDGLOBALCOM EQUITY 913247508 111 22,200 SH DEFINED 6, 7, 8 22200 UNITEDGLOBALCOM INC. CLASS A EQUITY 913247508 115 22,993 SH DEFINED 1 22,993 UNITEDHEALTH GROUP INC EQUITY 91324P102 260 3,680 SH DEFINED 2 3680 UNITEDHEALTH GROUP INC EQUITY 91324P102 69 970 SH DEFINED 5 970 UNITEDHEALTH GROUP INC EQUITY 91324P102 9328 131,810 SH DEFINED 6, 7, 8 131810 UNITRIN INC EQUITY 913275103 3233 81,800 SH DEFINED 6, 7, 8 81800 UNITRIN, INC. EQUITY 913275103 3249 82,201 SH DEFINED 1 82,201 UNIVERSAL ACCESS GLOBAL H EQUITY 91336M105 59 12,541 SH DEFINED 6, 7, 8 12541 UNIVERSAL AMER FINANCIAL CORP EQUITY 913377107 103 15,117 SH DEFINED 1 15,117 UNIVERSAL AMERN FINL CORP EQUITY 913377107 95 14,046 SH DEFINED 6, 7, 8 14046 UNIVERSAL COMPRESSION COM EQUITY 913431102 8838 299,700 SH Sole 3 299700 UNIVERSAL COMPRESSION HLD EQUITY 913431102 91 3,097 SH DEFINED 6, 7, 8 3097 UNIVERSAL COMPRESSION HLDGS EQUITY 913431102 98 3,331 SH DEFINED 1 3,331 UNIVERSAL CORP VA EQUITY 913456109 1491 40,954 SH DEFINED 6, 7, 8 40954 UNIVERSAL CORP. EQUITY 913456109 1505 41,332 SH DEFINED 1 41,332 UNIVERSAL DISPLAY CORP EQUITY 91347P105 39 4,293 SH DEFINED 6, 7, 8 4293 UNIVERSAL DISPLAY CORP. EQUITY 91347P105 40 4,422 SH DEFINED 1 4,422 UNIVERSAL ELECTRONICS INC. EQUITY 913483103 73 4,250 SH DEFINED 1 4,250 UNIVERSAL ELECTRS INC EQUITY 913483103 69 4,023 SH DEFINED 6, 7, 8 4023 UNIVERSAL FOREST PRODUCTS, INC EQUITY 913543104 82 3,908 SH DEFINED 1 3,908 UNIVERSAL FST PRODS INC EQUITY 913543104 79 3,783 SH DEFINED 6, 7, 8 3783 UNIVERSAL HEALTH REALTY INCOME EQUITY 91359E105 93 3,968 SH DEFINED 1 3,968 UNIVERSAL HEALTH RLTY INC EQUITY 91359E105 88 3,738 SH DEFINED 6, 7, 8 3738 UNIVERSAL HEALTH SERVICES - B EQUITY 913903100 3155 73,739 SH DEFINED 1 73,739 UNIVERSAL HLTH SVCS INC EQUITY 913903100 3131 73,200 SH DEFINED 6, 7, 8 73200 UNIVERSITY OF PHOENI EQUITY 037604204 4 109 SH DEFINED 1 109 UNIVISION COMMUNICATIONS EQUITY 914906102 27 660 SH DEFINED 5 660 UNIVISION COMMUNICATIONS EQUITY 914906102 3594 88,830 SH DEFINED 6, 7, 8 88830 UNIVISION COMMUNICATIONS, INC. EQUITY 914906102 3886 96,053 SH DEFINED 1 96,053 UNOCAL CORP EQUITY 915289102 27 760 SH DEFINED 5 760 UNOCAL CORP EQUITY 915289102 3721 103,150 SH DEFINED 6, 7, 8 103150 UNOCAL CORP. EQUITY 915289102 3996 110,790 SH DEFINED 1 110,790 UNOVA INC EQUITY 91529B106 83 14,327 SH DEFINED 6, 7, 8 14327

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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ WESBANCO, INC. EQUITY 950810101 126 5,968 SH DEFINED 1 5,968 WESCO FINANCIAL CORP EQUITY 950817106 2 6 SH DEFINED 1 6 WESCO INTERNATIONAL, INC. EQUITY 95082P105 29 5,766 SH DEFINED 1 5,766 WESCO INTL INC EQUITY 95082P105 28 5,584 SH DEFINED 6, 7, 8 5584 WEST COAST BANCORP EQUITY 952145100 78 5,576 SH DEFINED 1 5,576 WEST COAST BANCORP ORE NE EQUITY 952145100 73 5,251 SH DEFINED 6, 7, 8 5251 WEST CORPORATION EQUITY 952355105 5 187 SH DEFINED 1 187 WEST PHARMACEUTICAL SERVICES EQUITY 955306105 89 3,335 SH DEFINED 1 3,335 WEST PHARMACEUTICAL SVSC EQUITY 955306105 86 3,215 SH DEFINED 6, 7, 8 3215 WESTAMERICA BANCORPORATIO EQUITY 957090103 3327 84,084 SH DEFINED 6, 7, 8 84084 WESTAMERICA BANKCORPORATION EQUITY 957090103 3345 84,526 SH DEFINED 1 84,526 WESTCORP EQUITY 957907108 68 3,621 SH DEFINED 1 3,621 WESTCORP INC EQUITY 957907108 65 3,465 SH DEFINED 6, 7, 8 3465 WESTERN DIGITAL CORP EQUITY 958102105 353 56,226 SH DEFINED 6, 7, 8 56226 WESTERN DIGITIAL CORP. EQUITY 958102105 368 58,702 SH DEFINED 1 58,702 WESTERN GAS RES INC EQUITY 958259103 1536 47,520 SH DEFINED 6, 7, 8 47520 WESTERN GAS RESOURCES, INC. EQUITY 958259103 1483 45,871 SH DEFINED 1 45,871 WESTERN MULTIPLEX CORP EQUITY 95874P107 81 15,023 SH DEFINED 6, 7, 8 15023 WESTERN MULTIPLEX CORP CL A EQUITY 95874P107 84 15,602 SH DEFINED 1 15,602 WESTERN RES INC EQUITY 959425109 1465 85,200 SH DEFINED 6, 7, 8 85200 WESTERN RESOURCES INC EQUITY 959425109 1474 85,686 SH DEFINED 1 85,686 WESTERN WIRELESS CORP. CLASS A EQUITY 95988E204 20 696 SH DEFINED 1 696 WESTPAC BKG CORP EQUITY 961214301 376 9,300 SH DEFINED 6, 7, 8 9300 WESTPAC BKG CORP SPON ADR EQUITY 961214301 376 9,300 SH DEFINED 1 9,300 WESTPOINT STEVENS INC EQUITY 961238102 18 7,400 SH DEFINED 6, 7, 8 7400 WESTPOINT STEVENS INC. CLASS A EQUITY 961238102 19 7,649 SH DEFINED 1 7,649 WESTPORT RES CORP NEW EQUITY 961418100 296 17,080 SH DEFINED 6, 7, 8 17080 WESTPORT RESOURSES EQUITY 961418100 161 9,306 SH DEFINED 1 9,306 WESTVACO CORP EQUITY 961548104 9 320 SH DEFINED 5 320 WESTVACO CORP EQUITY 961548104 1232 43,290 SH DEFINED 6, 7, 8 43290 WESTVACO CORP. EQUITY 961548104 1320 46,383 SH DEFINED 1 46,383 WESTWOOD ONE INC EQUITY 961815107 4483 149,200 SH DEFINED 6, 7, 8 149200 WESTWOOD ONE INC EQUITY 961815107 7317 243,500 SH DEFINED 2 243500 WESTWOOD ONE, INC. EQUITY 961815107 3932 130,843 SH DEFINED 1 130,843 WET SEAL INC EQUITY 961840105 94 4,012 SH DEFINED 6, 7, 8 4012 WET SEAL, INC. EQUITY 961840105 98 4,154 SH DEFINED 1 4,154 WEYERHAEUSER CO EQUITY 962166104 37 680 SH DEFINED 5 680 WEYERHAEUSER CO EQUITY 962166104 4948 91,490 SH DEFINED 6, 7, 8 91490 WEYERHAEUSER CO. EQUITY 962166104 5224 96,590 SH DEFINED 1 96,590 WFS FINANCIAL, INC. EQUITY 92923B106 77 3,190 SH DEFINED 1 3,190 WFS FINL INC EQUITY 92923B106 73 3,053 SH DEFINED 6, 7, 8 3053 WGL HLDGS INC EQUITY 92924F106 2166 74,504 SH DEFINED 6, 7, 8 74504 WGL HOLDINGS INC. EQUITY 92924F106 2189 75,301 SH DEFINED 1 75,301 W-H ENERGY SERVICES INC EQUITY 92925E108 126 6,617 SH DEFINED 1 6,617 W-H ENERGY SVCS INC EQUITY 92925E108 168 8,835 SH DEFINED 6, 7, 8 8835 WHIRLPOOL CORP EQUITY 963320106 15 210 SH DEFINED 5 210 WHIRLPOOL CORP EQUITY 963320106 2831 38,600 SH DEFINED 6, 7, 8 38600 WHIRLPOOL CORP. EQUITY 963320106 2978 40,617 SH DEFINED 1 40,617 WHITNEY HLDG CORP EQUITY 966612103 372 8,483 SH DEFINED 6, 7, 8 8483 WHITNEY HOLDING CORP. EQUITY 966612103 387 8,836 SH DEFINED 1 8,836

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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ WOLVERINE WORLD WIDE COM EQUITY 978097103 10321 685,788 SH Sole 3 670188 15600 WOLVERINE WORLD WIDE INC EQUITY 978097103 201 13,353 SH DEFINED 6, 7, 8 13353 WOLVERINE WORLD WIDE, INC. EQUITY 978097103 208 13,838 SH DEFINED 1 13,838 WOODHEAD INDS INC EQUITY 979438108 53 3,314 SH DEFINED 6, 7, 8 3314 WOODHEAD INDS INC COM EQUITY 979438108 56 3,535 SH DEFINED 1 3,535 WOODWARD GOVERNOR CO EQUITY 980745103 148 2,537 SH DEFINED 6, 7, 8 2537 WOODWARD GOVERNOR CO. EQUITY 980745103 155 2,655 SH DEFINED 1 2,655 WORDLCOM INC-WORLDCOM GROUP EQUITY 98157D106 60050 4,451,648 SH DEFINED 1 4,451,648 WORLD ACCEP CORP DEL EQUITY 981419104 25 3,482 SH DEFINED 6, 7, 8 3482 WORLD ACCEPTANCE CORP. EQUITY 981419104 25 3,482 SH DEFINED 1 3,482 WORLD WRESTLING FED ENTMNT EQUITY 98156Q108 48 3,678 SH DEFINED 1 3,678 WORLD WRESTLING FEDN ENTM EQUITY 98156Q108 47 3,572 SH DEFINED 6, 7, 8 3572 Worldcom Inc CORPBOND 98157DAJ5 2057 2,000,000 PRN DEFINED 4 2,000,000 WORLDCOM INC GA NEW EQUITY 98157D106 130 9,220 SH DEFINED 5 9220 WORLDCOM INC GA NEW EQUITY 98157D304 0 1 SH DEFINED 6, 7, 8 1 WORLDCOM INC GA NEW EQUITY 98157D106 21763 1,545,645 SH DEFINED 6, 7, 8 1545645 WORLDCOM INC/WORLDCOM GRP EQUITY 98157D106 9103 646,500 SH DEFINED 2 646500 WORTHINGTON INDS INC EQUITY 981811102 4 270 SH DEFINED 5 270 WORTHINGTON INDS INC EQUITY 981811102 821 57,799 SH DEFINED 6, 7, 8 57799 WORTHINGTON INDUSTRIES, INC. EQUITY 981811102 865 60,922 SH DEFINED 1 60,922 WPS RESOURCES CORP EQUITY 92931B106 337 9,209 SH DEFINED 6, 7, 8 9209 WPS RESOURCES CORP. EQUITY 92931B106 352 9,635 SH DEFINED 1 9,635 WRIGLEY WM JR CO EQUITY 982526105 36 700 SH DEFINED 5 700 WRIGLEY WM JR CO EQUITY 982526105 4894 95,270 SH DEFINED 6, 7, 8 95270 WSFS FINANCIAL CORP EQUITY 929328102 46 2,669 SH DEFINED 1 2,669 WSFS FINL CORP EQUITY 929328102 46 2,669 SH DEFINED 6, 7, 8 2669 WYNDHAM INTERNATIONAL, INC. EQUITY 983101106 140 250,423 SH DEFINED 1 250,423 WYNDHAM INTL INC EQUITY 983101106 27 48,031 SH DEFINED 6, 7, 8 48031 XANSER CORP EQUITY 98389J103 19 9,442 SH DEFINED 6, 7, 8 9442 XANSER CORP. EQUITY 98389J103 19 9,442 SH DEFINED 1 9,442 XCEL ENERGY INC EQUITY 98389B100 30 1,080 SH DEFINED 5 1080 XCEL ENERGY INC EQUITY 98389B100 4054 146,130 SH DEFINED 6, 7, 8 146130 XCEL STATES POWER-MINES EQUITY 98389B100 17232 621,210 SH DEFINED 1 621,210 Xerox Capital I CORPBOND 984119AC1 4103 7,295,000 PRN DEFINED 4 7,295,000 XEROX CORP EQUITY 984121103 23 2,250 SH DEFINED 5 2250 XEROX CORP EQUITY 984121103 3172 304,440 SH DEFINED 6, 7, 8 304440 XEROX CORP. EQUITY 984121103 3407 326,971 SH DEFINED 1 326,971 XICOR INC EQUITY 984903104 73 6,599 SH DEFINED 1 6,599 XICOR INC EQUITY 984903104 69 6,260 SH DEFINED 6, 7, 8 6260 XILINX INC EQUITY 983919101 41 1,040 SH DEFINED 5 1040 XILINX INC EQUITY 983919101 5902 151,140 SH DEFINED 6, 7, 8 151140 XILINX INC EQUITY 983919101 8882 227,450 SH DEFINED 2 227450 XILINX, INC. EQUITY 983919101 6215 159,152 SH DEFINED 1 159,152 XL CAP LTD EQUITY G98255105 38 420 SH DEFINED 5 420 XL CAP LTD EQUITY G98255105 5635 61,680 SH DEFINED 6, 7, 8 61680 XL CAPITAL LTD EQUITY G98255105 5409 59,210 SH DEFINED 1 59,210 XM SATELLITE RADIO HLDGS EQUITY 983759101 74 4,046 SH DEFINED 6, 7, 8 4046 XM SATELLITE RADIO HLDGS INC EQUITY 983759101 7087 386,000 SH DEFINED 2 386000 XM SATTELLITE RADIO HOLDINGS EQUITY 983759101 80 4,357 SH DEFINED 1 4,357 XO COMMUNICATIONS INC EQUITY 983764101 8 84,959 SH DEFINED 6, 7, 8 84959

TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ XOMA LTD EQUITY G9825R107 153 15,571 SH DEFINED 6, 7, 8 15571 X-RITE INC EQUITY 983857103 42 4,944 SH DEFINED 6, 7, 8 4944 X-RITE, INC. EQUITY 983857103 44 5,125 SH DEFINED 1 5,125 XTO ENERGY CORP EQUITY 98385X106 663 37,900 SH DEFINED 6, 7, 8 37900 XTO ENERGY INC EQUITY 98385X106 25 1,409 SH DEFINED 1 1,409 XYBERNAUT CORP EQUITY 984149104 32 13,247 SH DEFINED 6, 7, 8 13247 XYBERNAUT CORP. EQUITY 984149104 33 13,970 SH DEFINED 1 13,970 YAHOO INC EQUITY 984332106 53 3,005 SH DEFINED 2 3005 YAHOO INC EQUITY 984332106 32 1,780 SH DEFINED 5 1780 YAHOO INC EQUITY 984332106 4382 247,020 SH DEFINED 6, 7, 8 247020 YAHOO INC EQUITY 984332106 11281 635,900 SH DEFINED 2 635900 YAHOO!, INC. EQUITY 984332106 4706 265,259 SH DEFINED 1 265,259 YANKEE CANDLE INC EQUITY 984757104 98 4,315 SH DEFINED 6, 7, 8 4315 YANKEE CANDLE INC EQUITY 984757104 5919 261,200 SH DEFINED 2 261200 YELLOW CORP EQUITY 985509108 197 7,844 SH DEFINED 6, 7, 8 7844 YELLOW CORP. EQUITY 985509108 206 8,205 SH DEFINED 1 8,205 YORK INTERNATIONAL CORP. EQUITY 986670107 2296 60,220 SH DEFINED 1 60,220 YORK INTL CORP NEW EQUITY 986670107 2276 59,694 SH DEFINED 6, 7, 8 59694 YOUNG BROADCASTING INC EQUITY 987434107 81 4,532 SH DEFINED 6, 7, 8 4532 YOUNG BROADCASTING, INC. CLASS A EQUITY 987434107 86 4,777 SH DEFINED 1 4,777 ZALE CORP NEW EQUITY 988858106 446 10,655 SH DEFINED 6, 7, 8 10655 ZALE CORP. EQUITY 988858106 465 11,115 SH DEFINED 1 11,115 ZEBRA TECHNOLOGIES CORP EQUITY 989207105 655 11,808 SH DEFINED 6, 7, 8 11808 ZENITH NATIONAL INSURANCE CORP EQUITY 989390109 77 2,755 SH DEFINED 1 2,755 ZENITH NATL INS CORP EQUITY 989390109 74 2,639 SH DEFINED 6, 7, 8 2639 ZIMMER HLDGS INC EQUITY 98956P102 19 610 SH DEFINED 5 610 ZIMMER HLDGS INC EQUITY 98956P102 3109 101,795 SH DEFINED 6, 7, 8 101795 ZIMMER HOLDINGS INC EQUITY 98956P102 3264 106,867 SH DEFINED 1 106,867 ZIONS BANCORPORATION EQUITY 989701107 2193 41,704 SH DEFINED 1 41,704 ZIONS BANCORPORATION EQUITY 989701107 15 290 SH DEFINED 5 290 ZIONS BANCORPORATION EQUITY 989701107 2416 45,950 SH DEFINED 6, 7, 8 45950 Zions Inst CORPBOND 989718AC5 6704 7,000,000 PRN DEFINED 4 7,000,000 ZIXIT CORP EQUITY 98974P100 20 3,905 SH DEFINED 6, 7, 8 3905 ZIXIT CORP. EQUITY 98974P100 21 4,185 SH DEFINED 1 4,185 ZOLL MED CORP EQUITY 989922109 103 2,646 SH DEFINED 6, 7, 8 2646 ZOLL MEDICAL CORP. EQUITY 989922109 108 2,786 SH DEFINED 1 2,786 ZOMAX INC MINN EQUITY 989929104 72 8,956 SH DEFINED 6, 7, 8 8956 ZOMAX INCORPORATED EQUITY 989929104 75 9,390 SH DEFINED 1 9,390 ZORAN CORP EQUITY 98975F101 186 5,685 SH DEFINED 6, 7, 8 5685 ZORAN CORP. EQUITY 98975F101 193 5,916 SH DEFINED 1 5,916 Zurich Capital CORPBOND 989819AA5 1983 2,000,000 PRN DEFINED 4 2,000,000 ZYGO CORP EQUITY 989855101 67 4,196 SH DEFINED 6, 7, 8 4196 ZYGO CORP. EQUITY 989855101 71 4,467 SH DEFINED 1 4,467